liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
The Use of Nonnegative Garrote for Order Selection of ARX Models
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2008 (English)In: Proceedings of the 47th IEEE Conferance on Decision and Control, 2008, , 1974-1979 p.1974-1979 p.Conference paper, Published paper (Refereed)
Abstract [en]

Order selection of linear regression models has been thoroughly researched in the statistical community for some time. Different shrinkage methods have been proposed, such as the Ridge and Lasso regression methods. Especially the Lasso regression has won fame because of its ability to set less important parameters exactly to zero. However, these methods do not take dynamical systems into account, where the regressors are ordered via the time lag. To this end, a modified variant of the nonnegative garrote method will be analyzed.

Place, publisher, year, edition, pages
2008. , 1974-1979 p.1974-1979 p.
Keyword [en]
System identification, ARX, Order selection
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-44681DOI: 10.1109/CDC.2008.4738836Local ID: 77281ISBN: 978-1-4244-3124-3 (print)ISBN: 978-1-4244-3123-6 (print)OAI: oai:DiVA.org:liu-44681DiVA: diva2:265543
Conference
47th IEEE Conference on Decision and Control, Cancun, Mexico, December, 2008
Funder
Swedish Research Council
Available from: 2013-03-13 Created: 2009-10-10 Last updated: 2013-09-15Bibliographically approved

Open Access in DiVA

fulltext(527 kB)522 downloads
File information
File name FULLTEXT02.pdfFile size 527 kBChecksum SHA-512
aaf879169ac41c61cabd65fd311112f8f81b031495281366e740bd1e2767e646497cf594725e23d9e9125dc6105ef7fb89e7e94194fbfb10d75083c6364a714f
Type fulltextMimetype application/pdf

Other links

Publisher's full textRelated report

Authority records BETA

Lyzell, ChristianRoll, JacobLjung, Lennart

Search in DiVA

By author/editor
Lyzell, ChristianRoll, JacobLjung, Lennart
By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar
Total: 522 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

doi
isbn
urn-nbn

Altmetric score

doi
isbn
urn-nbn
Total: 183 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf