41 citations · 211 across the 45 of their papers we have counts for
4 papers · 1 filter
Evaluation of Spectral Learning for the Identification of Hidden Markov Models
Robert Mattila, Cristian R. Rojas, Bo Wahlberg
Hidden Markov models have successfully been applied as models of discrete time series in many fields. Often, when applied in practice, the parameters of these models have to be est…
Reweighted nuclear norm regularization: A SPARSEVA approach
Huong Ha, James S. Welsh, Niclas Blomberg +2
The aim of this paper is to develop a method to estimate high order FIR and ARX models using least squares with re-weighted nuclear norm regularization. Typically, the choice of th…
Identification of Stochastic Wiener Systems using Indirect Inference
Bo Wahlberg, James Welsh, Lennart Ljung
We study identification of stochastic Wiener dynamic systems using so-called indirect inference. The main idea is to first fit an auxiliary model to the observed data and then in a…
Approximate Regularization Paths for Nuclear Norm Minimization Using Singular Value Bounds -- With Implementation and Extended Appendix
Niclas Blomberg, Cristian R. Rojas, Bo Wahlberg
The widely used nuclear norm heuristic for rank minimization problems introduces a regularization parameter which is difficult to tune. We have recently proposed a method to approx…