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Kernel Selection in Linear System Identification: Part II: A Classical Perspective
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.ORCID iD: 0000-0001-8655-2655
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
University of Newcastle, Australia.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2011 (English)In: Proceedings of the 50th IEEE Conference on Decision and Control, 2011, 4326-4331 p.Conference paper, Published paper (Refereed)
Abstract [en]

In this companion paper, the choice of kernels for estimating the impulse response of linear stable systems is considered from a classical, “frequentist”, point of view. The kernel determines the regularization matrix in a regularized least squares estimate of an FIR model. The quality is assessed from a mean square error (MSE) perspective, and measures and algorithms for optimizing the MSE are discussed. The ideas are tested on the same data bank as used in Part I of the companion papers. The resulting findings and conclusions in the two papers are very similar despite the different perspectives.

Place, publisher, year, edition, pages
2011. 4326-4331 p.
Keyword [en]
Kernel, Least squares approximation, Mean square error methods, Identification
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-95596DOI: 10.1109/CDC.2011.6160722ISBN: 978-1-61284-799-3 (print)ISBN: 978-1-61284-800-6 (print)OAI: oai:DiVA.org:liu-95596DiVA: diva2:636442
Conference
50th IEEE Conference on Decision and Control, Orlando, FL, USA, 12-15 December, 2011
Funder
Swedish Research CouncilEU, European Research Council
Available from: 2013-07-10 Created: 2013-07-10 Last updated: 2016-01-11

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Chen, TianshiOhlsson, HenrikLjung, Lennart

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
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  • Other style
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  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
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Output format
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  • asciidoc
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