6 papers
Fundamental Limitations of Data-Driven Control: A Statistical Decision Perspective
Jiabao He, Feiran Zhao, Yushan Li +3
Substantial research efforts have been devoted to the design of data-driven controllers; however, comparatively less is known about their statistical performance and fundamental li…
Weighted Null Space Fitting (WNSF): A Link between The Prediction Error Method and Subspace Identification
Jiabao He, S. Joe Qin, HÃ¥kan Hjalmarsson
Subspace identification methods (SIMs) have proven to be very useful and numerically robust for building state-space models. While most SIMs are consistent, few if any can achieve…
Finite Sample Analysis of Open-loop Subspace Identification Methods
Jiabao He, Ingvar Ziemann, Cristian R. Rojas +2
Subspace identification methods (SIMs) are known for their simple parameterization for MIMO systems and robust numerical properties. However, a comprehensive statistical analysis o…
Range Space or Null Space: Least-Squares Methods for the Realization Problem
Jiabao He, Yueyue Xu, Yue Ju +2
This contribution revisits the classical approximate realization problem, which involves determining matrices of a state-space model based on estimates of a truncated series of Mar…
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…
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…