3 papers
eess.SY2026
Stochastic Adaptive Control for Systems with Nonlinear Parameterization: Almost Sure Stability and Tracking
Lantian Zhang, Bo Wahlberg, Silun Zhang
This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus addi…
math.ST2025
Excess Mean Squared Error of Empirical Bayes Estimators
Yue Ju, Bo Wahlberg, Håkan Hjalmarsson
Empirical Bayes estimators are based on minimizing the average risk with the hyper-parameters in the weighting function being estimated from observed data. The performance of an em…
stat.ML2025
Bayes and Biased Estimators Without Hyper-parameter Estimation: Comparable Performance to the Empirical-Bayes-Based Regularized Estimator
Yue Ju, Bo Wahlberg, Håkan Hjalmarsson
Regularized system identification has become a significant complement to more classical system identification. It has been numerically shown that kernel-based regularized estimator…