Bayesian positive system identification: truncated Gaussian prior and hyperparameter estimation

DOI10.1016/j.sysconle.2020.104857zbMath1478.93132OpenAlexW3118280041MaRDI QIDQ2242966

Yoshito Ohta, Man Zheng

Publication date: 10 November 2021

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2020.104857

zbMATH Keywords

system identificationBayesian methodexpectation-maximization algorithmpositive systems

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05) Positive control/observation systems (93C28)

Related Items (4)

Numerical convergence and error analysis for the truncated iterative generalized stochastic perturbation-based Finite element method ⋮ The existence and uniqueness of solutions for kernel-based system identification ⋮ Kernel-based identification with frequency domain side-information ⋮ Input design for Bayesian frequency response identification via convex programming

Uses Software

• Matlab
• System Identification Toolbox
• ElemStatLearn

Cites Work

• Robust EM kernel-based methods for linear system identification
• Kernel methods in system identification, machine learning and function estimation: a survey
• The quest for the right kernel in Bayesian impulse response identification: the use of OBFs
• On covariance function tests used in system identification
• A new kernel-based approach for linear system identification
• A new kernel-based approach to system identification with quantized output data
• EM algorithms for multivariate Gaussian mixture models with truncated and censored data
• On the estimation of transfer functions, regularizations and Gaussian processes-revisited
• Reachability, Observability, and Realizability of Continuous-Time Positive Systems
• Maximum-entropy distributions having prescribed first and second moments (Corresp.)
• A shift in paradigm for system identification
• A Tutorial on the Positive Realization Problem
• Maximum Entropy Kernels for System Identification
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Bayesian positive system identification: truncated Gaussian prior and hyperparameter estimation