85 citations · 119 across the 13 of their papers we have counts for
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math.OC2015★ 2 cited
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…
math.OC2015★ 4 cited
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…