Dealing with collinearity in large-scale linear system identification using Gaussian regression

DOI10.1016/j.automatica.2024.111708zbMATH Open1544.93095MaRDI QIDQ6574449

Gianluigi Pillonetto, Wenqi Cao

Publication date: 18 July 2024

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

large-scale systemsMCMCcollinearitylinear system identificationGaussian regressionstable spline kernel

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05) Large-scale systems (93A15)

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