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, HÃ¥kan 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, HÃ¥kan Hjalmarsson
Regularized system identification has become a significant complement to more classical system identification. It has been numerically shown that kernel-based regularized estimator…