Prediction error identification of linear systems: A nonparametric Gaussian regression approach

Automatica

Volumn 47, Issue 2, 2011, Pages 291-305

  Pillonetto, Gianluigi ^a   Chiuso, Alessandro ^a   De Nicolao, Giuseppe ^b  

^a UNIVERSITY OF PADOVA   (Italy)

^b UNIVERSITY OF PAVIA   (Italy)

Author keywords

Bayesian estimation; Gaussian processes; Kernel based methods; Linear system identification; Predictor estimation; Regularization; Subspace methods

Indexed keywords

BAYESIAN ESTIMATIONS; GAUSSIAN PROCESSES; KERNEL BASED METHODS; LINEAR SYSTEM IDENTIFICATION; PREDICTOR ESTIMATION; REGULARIZATION; SUB-SPACE METHODS;

BAYESIAN NETWORKS; ESTIMATION; FORECASTING; GAUSSIAN NOISE (ELECTRONIC); IMPULSE RESPONSE; LINEAR SYSTEMS; NUMERICAL METHODS; OPTIMIZATION;

GAUSSIAN DISTRIBUTION;

EID: 78751649899     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2010.11.004     Document Type: Article

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