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  • 标题:On Semiseparable Kernels and Efficient Computation of Regularized System Identification and Function Estimation ⁎
  • 本地全文:下载
  • 作者:Tianshi Chen ; Martin S. Andersen
  • 期刊名称:IFAC PapersOnLine
  • 印刷版ISSN:2405-8963
  • 出版年度:2020
  • 卷号:53
  • 期号:2
  • 页码:462-467
  • DOI:10.1016/j.ifacol.2020.12.222
  • 语种:English
  • 出版社:Elsevier
  • 摘要:AbstractA long-standing problem for kernel-based regularization methods is their high computational complexity O(N3), where N is the number of data points. In this paper, we show that for semiseparable kernels and some typical input signals, their computational complexity can be lowered to O(Nq2), where q is the output kernel’s semiseparability rank that only depends on the chosen kernel and the input signal.
  • 关键词:KeywordsSystem identificationkernel-based regularizationsemiseparable kernelskernel designefficient computation
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