Change search
ReferencesLink to record
Permanent link

Direct link
Blind system identification using kernel-based methods
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification)
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification)ORCID iD: 0000-0002-2831-2909
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification)ORCID iD: 0000-0002-9368-3079
2015 (English)Conference paper (Refereed)
Abstract [en]

We propose a new method for blind system identification (BSI). Resorting to a Gaussian regression framework, we model the impulse response of the unknown linear system as a realization of a Gaussian process. 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. We assume that the input can be linearly described by few parameters. We estimate these parameters, together with the kernel hyperparameter and the noise variance, using an empirical Bayes approach. The related optimization problem is efficiently solved with a novel iterative scheme based on the Expectation-Maximization (EM) method. In particular, we show that each iteration consists of a set of simple update rules. Through some numerical experiments we show that the proposed method give very promising performance.

Place, publisher, year, edition, pages
Elsevier, 2015. Vol. 48, 466-471 p.
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-186519DOI: 10.1016/j.ifacol.2015.12.172OAI: oai:DiVA.org:kth-186519DiVA: diva2:927523
Conference
17th IFAC Symposium on System Identification SYSID 2015
Note

QC 20160513

Available from: 2016-05-12 Created: 2016-05-12 Last updated: 2016-05-13Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full text

Search in DiVA

By author/editor
Bottegal, GiulioRisuleo, Riccardo SvenHjalmarsson, Håkan
By organisation
Automatic ControlACCESS Linnaeus Centre
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Altmetric score

Total: 22 hits
ReferencesLink to record
Permanent link

Direct link