Encyclopedia of Systems and Control

Living Edition
| Editors: John Baillieul, Tariq Samad

System Identification Techniques: Convexification, Regularization, and Relaxation

Living reference work entry
DOI: https://doi.org/10.1007/978-1-4471-5102-9_101-1

Abstract

System identification has been developed, by and large, following the classical parametric approach. In this entry we discuss how regularization theory can be employed to tackle the system identification problem from a nonparametric (or semi-parametric) point of view. Both regularization for smoothness and regularization for sparseness are discussed, as flexible means to face the bias/variance dilemma and to perform model selection. These techniques have also advantages from the computational point of view, leading sometimes to convex optimization problems.

Keywords

Nonparametric methods Sparsity Kernel methods Sparse Bayesian learning Optimization 
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Copyright information

© Springer-Verlag London 2014

Authors and Affiliations

  1. 1.Department of Information EngineeringUniversity of PadovaPadovaItaly