On the Estimation of Transfer Functions, Regularizations and Gaussian Processes – Revisited
2010 (English)In: Proceedings of the 18th IFAC World Congress, 2010, 2303-2308 p.Conference paper (Refereed)
Intrigued by some recent results on impulse response estimation by kernel and nonparametric techniques, we revisit the old problem of transfer function estimation from input-output measurements.We formulate a classical regularization approach, focused on ﬁnite impulse response (FIR) models, and ﬁnd that regularization is necessary to cope with the high variance problem. This basic, regularized least squares approach is then a focal point for interpreting other techniques, like Bayesian inference and Gaussian process regression.
Place, publisher, year, edition, pages
2010. 2303-2308 p.
System identification, Transfer function estimation, Reqularization
IdentifiersURN: urn:nbn:se:liu:diva-60986DOI: 10.3182/20110828-6-IT-1002.00573ISBN: 978-3-902661-93-7OAI: oai:DiVA.org:liu-60986DiVA: diva2:360030
18th IFAC World Congress, Milano, Italy, 28 August-2 September, 2011
FunderSwedish Foundation for Strategic Research Swedish Research Council