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  • Hong, Shiying, et al. (author)
  • Multiple Kernel Based Regularized System Identification with SURE Hyper-parameter Estimator
  • 2018
  • In: 18th IFAC Symposium on System Identification (SYSID), Proceedings. - : ELSEVIER SCIENCE BV. ; , s. 13-18
  • Conference paper (peer-reviewed)abstract
    • In this work, we study the multiple kernel based regularized system identification with the hyper-parameter estimated by using the Steins unbiased risk estimators (SURE). To approach the problem, a QR factorization is first employed to compute SUREs objective function and its gradient in an efficient and accurate way. Then we propose an algorithm to solve the SURE problem, which contains two parts: the outer optimization part and the inner optimization part. For the outer optimization part, the coordinate descent algorithm is used and for the inner optimization part, the projection gradient algorithm is used. Finally, the efficacy of the proposed algorithm is demonstrated by numerical simulations. (C) 2018, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.
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  • Result 1-1 of 1
Type of publication
conference paper (1)
Type of content
peer-reviewed (1)
Author/Editor
Andersen, Martin S. (1)
Chen, Tianshi (1)
Mu, Biqiang (1)
Yin, Feng (1)
Hong, Shiying (1)
University
Linköping University (1)
Language
English (1)
Research subject (UKÄ/SCB)
Natural sciences (1)
Year
2018 (1)

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