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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
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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
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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...