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Semi-parametric kernel-based identification of Wiener systems
KTH, School of Electrical Engineering and Computer Science (EECS), Automatic Control.ORCID iD: 0000-0002-2831-2909
Uppsala Univ, Dept Informat Technol, Div Syst & Control, Uppsala, Sweden..
KTH, School of Electrical Engineering and Computer Science (EECS), Automatic Control.ORCID iD: 0000-0002-9368-3079
2018 (English)In: 2018 IEEE Conference on Decision and Control (CDC), Institute of Electrical and Electronics Engineers (IEEE), 2018, p. 3874-3879, article id 8619482Conference paper, Published paper (Refereed)
Abstract [en]

We present a technique for kernel-based identification of Wiener systems. We model the impulse response of the linear block with a Gaussian process. The static nonlinearity is modeled with a combination of basis functions. The coefficients of the static nonlinearity are estimated, together with the hyperparameters of the covariance function of the Gaussian process model, using an iterative algorithm based on the expectation-maximization method combined with elliptical slice sampling to sample from the posterior distribution of the impulse response given the data. The same sampling method is then used to find the posterior-mean estimate of the impulse response. We test the proposed algorithm on a benchmark of randomly-generated Wiener systems.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE), 2018. p. 3874-3879, article id 8619482
Series
IEEE Conference on Decision and Control, ISSN 0743-1546
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-245111DOI: 10.1109/CDC.2018.8619482ISI: 000458114803094Scopus ID: 2-s2.0-85062180380ISBN: 978-1-5386-1395-5 (print)OAI: oai:DiVA.org:kth-245111DiVA, id: diva2:1294172
Conference
57th IEEE Conference on Decision and Control, CDC 2018; Centre of the Fontainebleau in Miami Beach Miami; United States; 17 December 2018 through 19 December 2018
Note

QC 20190306

Available from: 2019-03-06 Created: 2019-03-06 Last updated: 2019-03-06Bibliographically approved

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Risuleo, Riccardo SvenHjalmarsson, Håkan

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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  • modern-language-association-8th-edition
  • vancouver
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Language
  • de-DE
  • en-GB
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  • nn-NO
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Output format
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