NDLI: Regularized system identification using orthonormal basis functions

Content Provider	IEEE Xplore Digital Library
Author	Tianshi Chen Ljung, L.
Copyright Year	2015
Description	Author affiliation: Dept. of Electr. Eng., Linkoping Univ., Linkoping, Sweden (Tianshi Chen; Ljung, L.)
Abstract	Most of existing results on regularized system identification focus on regularized impulse response estimation. Since the impulse response model is a special case of orthonormal basis functions, it is interesting to consider if it is possible to tackle the regularized system identification using more compact orthonormal basis functions. In this paper, we explore two possibilities. First, we construct reproducing kernel Hilbert space of impulse responses by orthonormal basis functions and then use the induced reproducing kernel for the regularized impulse response estimation. Second, we extend the regularization method from impulse response estimation to the more general orthonormal basis functions estimation. For both cases, the poles of the basis functions are treated as hyper-parameters and estimated by empirical Bayes method. Then we further show that the former is a special case of the latter, and more specifically, the former is equivalent to ridge regression of the coefficients of the orthonormal basis functions.
Starting Page	1291
Ending Page	1296
File Size	135990
Page Count	6
File Format	PDF
e-ISBN	9783952426937
DOI	10.1109/ECC.2015.7330716
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2015-07-15
Publisher Place	Austria
Access Restriction	Subscribed
Rights Holder	EUCA
Subject Keyword	Finite impulse response filters Frequency-domain analysis Estimation Transfer functions Hilbert space Bayes methods Kernel
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Mr. Siddhartha Mukherjee siddhartha@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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