no code implementations • 8 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.
no code implementations • 4 May 2022 • Anubhab Ghosh, Mohamed Abdalmoaty, Saikat Chatterjee, Håkan Hjalmarsson
Yet, estimating the unknown parameters of stochastic, nonlinear dynamical models remains a challenging problem.
no code implementations • 19 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.
no code implementations • 26 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.
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.
no code implementations • 3 Oct 2016 • Giulio Bottegal, Håkan Hjalmarsson, Gianluigi Pillonetto
In this paper we introduce a novel method for linear system identification with quantized output data.
no code implementations • 30 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.
no code implementations • 30 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.
no code implementations • 26 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.
no code implementations • 12 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.
no code implementations • 21 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.