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Optimal Excitation Signal Design for Frequency Domain System Identification Using Semidefinite Programming
Optimal Excitation Signal Design Frequency Domain System Identification Semidefinite Programming
2015/7/13
The paper discusses two methods of optimal excitation signal design for identification with Maximum Likelihood parameter estimation: The ‘classical’, dispersion function based method, and a new, semid...
Linear system identification using stable spline kernels and PLQ penalties
linear system identification bias-variance trade off kernel-based regularization robust statistics interior point methods piecewise linear quadratic densities
2013/4/27
The classical approach to linear system identification is given by parametric Prediction Error Methods (PEM). In this context, model complexity is often unknown so that a model order selection step is...
Automated Bayesian System Identification with NARX Models
Automated Bayesian System Identification NARX Models
2013/5/2
We introduce GP-FNARX: a new model for nonlinear system identification based on a nonlinear autoregressive exogenous model (NARX) with filtered regressors (F) where the nonlinear regression problem is...
Semi-Blind System Identification in Wireless Relay Networks via Gaussian Process Iterated Conditioning on the Modes Estimation
Relay networks System Identification Gaussian processes Kernel methods
2011/7/7
This paper presents a flexible stochastic model developed for a class of cooperative wireless relay networks, in which the relay processing functionality is not known at the destination. The challenge...