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System Identification I

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The article was published on 2012-12-11. It has received 1704 citations till now. The article focuses on the topics: Nonlinear system identification & System identification.

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A shift in paradigm for system identification

TL;DR: The purpose of this contribution is to provide an accessible account of the main ideas and results of kernel-based regularisation methods for system identification.
Journal ArticleDOI

Refined instrumental variable estimation

TL;DR: The paper shows that, contrary to apparently widely held beliefs, the iterative RIV algorithm provides a reliable solution to the maximum likelihood optimization equations for this class of Box-Jenkins transfer function models and so its en bloc or recursive parameter estimates are optimal in maximum likelihood, prediction error minimization and instrumental variable terms.
Journal ArticleDOI

On kernel design for regularized LTI system identification

TL;DR: This paper proposes two methods to design kernels: one is from a machine learning perspective and the other one is a system theory perspective, and provides analysis results for both methods, which enhances the understanding for the existing kernels but also directs the design of new kernels.
Journal ArticleDOI

A comparison of model‐based and data‐driven controller tuning

TL;DR: The main finding of the paper is that, although from the standard perspective of parameter variance analysis the model-based approach is always statistically more efficient, the data-driven controller might outperform themodel-based solution for what concerns the final control cost.
Posted Content

Model-based Reinforcement Learning: A Survey

TL;DR: A survey of the integration of model-based reinforcement learning and planning, better known as model- based reinforcement learning, and a broad conceptual overview of planning-learning combinations for MDP optimization are presented.
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Book

System Identification: Theory for the User

Lennart Ljung
TL;DR: Das Buch behandelt die Systemidentifizierung in dem theoretischen Bereich, der direkte Auswirkungen auf Verstaendnis and praktische Anwendung der verschiedenen Verfahren zur IdentifIZierung hat.
Journal ArticleDOI

Deep learning in neural networks

TL;DR: This historical survey compactly summarizes relevant work, much of it from the previous millennium, review deep supervised learning, unsupervised learning, reinforcement learning & evolutionary computation, and indirect search for short programs encoding deep and large networks.
Journal ArticleDOI

Linear predictors for nonlinear dynamical systems: Koopman operator meets model predictive control

TL;DR: This work extends the Koopman operator to controlled dynamical systems and applies the Extended Dynamic Mode Decomposition (EDMD) to compute a finite-dimensional approximation of the operator in such a way that this approximation has the form of a linearcontrolled dynamical system.
Journal ArticleDOI

A Tour of Reinforcement Learning: The View from Continuous Control

TL;DR: The authors surveys reinforcement learning from the perspective of optimization and control, with a focus on continuous control applications, and reviews the general formulation, terminology, and techniques for reinforcement learning for continuous control.
Journal ArticleDOI

SPICE: A Sparse Covariance-Based Estimation Method for Array Processing

TL;DR: This paper presents a novel SParse Iterative Covariance-based Estimation approach, abbreviated as SPICE, to array processing, obtained by the minimization of a covariance matrix fitting criterion and is particularly useful in many- snapshot cases but can be used even in single-snapshot situations.