Search Results for author: Håkan Hjalmarsson

Found 11 papers, 1 papers with code

Coherence-based Input Design for Sparse System Identification

no code implementations8 Feb 2024 Javad Parsa, Cristian R. Rojas, Håkan Hjalmarsson

The maximum absolute correlation between regressors, which is called mutual coherence, plays an essential role in sparse estimation.

DeepBayes -- an estimator for parameter estimation in stochastic nonlinear dynamical models

no code implementations4 May 2022 Anubhab Ghosh, Mohamed Abdalmoaty, Saikat Chatterjee, Håkan Hjalmarsson

Yet, estimating the unknown parameters of stochastic, nonlinear dynamical models remains a challenging problem.

Non-causal regularized least-squares for continuous-time system identification with band-limited input excitations

no code implementations19 Mar 2021 Rodrigo A. González, Cristian R. Rojas, Håkan Hjalmarsson

In continuous-time system identification, the intersample behavior of the input signal is known to play a crucial role in the performance of estimation methods.

Learning sparse linear dynamic networks in a hyper-parameter free setting

no code implementations26 Nov 2019 Arun Venkitaraman, Håkan Hjalmarsson, Bo Wahlberg

We address the issue of estimating the topology and dynamics of sparse linear dynamic networks in a hyperparameter-free setting.

Robust exploration in linear quadratic reinforcement learning

1 code implementation NeurIPS 2019 Jack Umenberger, Mina Ferizbegovic, Thomas B. Schön, Håkan Hjalmarsson

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function.

reinforcement-learning Reinforcement Learning (RL)

A new kernel-based approach to system identification with quantized output data

no code implementations3 Oct 2016 Giulio Bottegal, Håkan Hjalmarsson, Gianluigi Pillonetto

In this paper we introduce a novel method for linear system identification with quantized output data.

On the estimation of initial conditions in kernel-based system identification

no code implementations30 Apr 2015 Riccardo Sven Risuleo, Giulio Bottegal, Håkan Hjalmarsson

Recent developments in system identification have brought attention to regularized kernel-based methods, where, adopting the recently introduced stable spline kernel, prior information on the unknown process is enforced.

A new kernel-based approach for overparameterized Hammerstein system identification

no code implementations30 Apr 2015 Riccardo Sven Risuleo, Giulio Bottegal, Håkan Hjalmarsson

We show that the resulting scheme provides an estimate of the overparameterized vector that can be uniquely decomposed as the combination of an impulse response and $p$ coefficients of the static nonlinearity.

Bayesian kernel-based system identification with quantized output data

no code implementations26 Apr 2015 Giulio Bottegal, Gianluigi Pillonetto, Håkan Hjalmarsson

Numerical simulations show a substantial improvement in the accuracy of the estimates over state-of-the-art kernel-based methods when employed in identification of systems with quantized data.

Blind system identification using kernel-based methods

no code implementations12 Dec 2014 Giulio Bottegal, Riccardo S. Risuleo, Håkan Hjalmarsson

The structure of the covariance matrix (or kernel) of such a process is given by the stable spline kernel, which has been recently introduced for system identification purposes and depends on an unknown hyperparameter.

Robust EM kernel-based methods for linear system identification

no code implementations21 Nov 2014 Giulio Bottegal, Aleksandr Y. Aravkin, Håkan Hjalmarsson, Gianluigi Pillonetto

In this paper, we introduce a novel method to robustify kernel-based system identification methods.

Cannot find the paper you are looking for? You can Submit a new open access paper.