Asymptotic Theory for Regularized System Identification Part I: Empirical Bayes Hyperparameter Estimator

DOI10.1109/TAC.2023.3259977MaRDI QIDQ6199907

Lennart Ljung, Bi-Qiang Mu, Tianshi Chen, Yue Ju

Publication date: 29 February 2024

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

asymptotic distributionridge regressionasymptotic theoryempirical Bayes (EB)hyperparameter estimatorregularized least squares (RLS)

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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