Sökning: id:"swepub:oai:DiVA.org:kth-218225" >
A new kernel-based ...
A new kernel-based approach to system identification with quantized output data
-
- Bottegal, Giulio (författare)
- Department of Electrical Engineering, Eindhoven University of Technology, Eindhoven, The Netherlands
-
- Hjalmarsson, Håkan, 1962- (författare)
- KTH,Reglerteknik,ACCESS Linnaeus Centre
-
- Pillonetto, Gianluigi (författare)
- Department of Information Engineering, University of Padova, Padova, Italy
-
(creator_code:org_t)
- Elsevier BV, 2017
- 2017
- Engelska.
-
Ingår i: Automatica. - : Elsevier BV. - 0005-1098 .- 1873-2836. ; 85, s. 145-152
- Relaterad länk:
-
https://kth.diva-por... (primary) (Raw object)
-
visa fler...
-
http://arxiv.org/pdf...
-
https://urn.kb.se/re...
-
https://doi.org/10.1...
-
visa färre...
Abstract
Ämnesord
Stäng
- In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline kernel, which encodes information on regularity and exponential stability. This serves as a starting point to cast our system identification problem into a Bayesian framework. We employ Markov Chain Monte Carlo methods to provide an estimate of the system. In particular, we design two methods based on the so-called Gibbs sampler that allow also to estimate the kernel hyperparameters by marginal likelihood maximization via the expectation-maximization method. Numerical simulations show the effectiveness of the proposed scheme, as compared to the state-of-the-art kernel-based methods when these are employed in system identification with quantized data. (C) 2017 Elsevier Ltd. All rights reserved.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
Hitta via bibliotek
Till lärosätets databas