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  • 标题:A fully Bayesian approach to kernel-based regularization for impulse response estimation ⁎
  • 本地全文:下载
  • 作者:Rodrigo A. González ; Cristian R. Rojas
  • 期刊名称:IFAC PapersOnLine
  • 印刷版ISSN:2405-8963
  • 出版年度:2018
  • 卷号:51
  • 期号:15
  • 页码:186-191
  • DOI:10.1016/j.ifacol.2018.09.123
  • 语种:English
  • 出版社:Elsevier
  • 摘要:AbstractKernel-based regularization has recently been shown to be a successful method for impulse response estimation. This technique usually requires choosing a vector of hyper-parameters in order to form an appropriate regularization matrix. In this paper, we develop an alternative way to obtain kernel-based regularization estimates by Bayesian model mixing. This new approach is tested against state-of-the-art methods for hyperparameter tuning in regularized FIR estimation, with favorable results in many cases.
  • 关键词:KeywordsLinear system identificationkernel-based regularizationBayesian estimationmodel mixing
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