The Use of Nonnegative Garrote for Order Selection of ARX Models
2008 (English)In: Proceedings of the 47th IEEE Conferance on Decision and Control, 2008, , 1974-1979 p.1974-1979 p.Conference paper (Refereed)
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.
System identification, ARX, Order selection
IdentifiersURN: urn:nbn:se:liu:diva-44681DOI: 10.1109/CDC.2008.4738836Local ID: 77281ISBN: 978-1-4244-3124-3ISBN: 978-1-4244-3123-6OAI: oai:DiVA.org:liu-44681DiVA: diva2:265543
47th IEEE Conference on Decision and Control, Cancun, Mexico, December, 2008
FunderSwedish Research Council