53 citations · 151 across the 36 of their papers we have counts for
11 papers · 1 filter
Dealing with Collinearity in Large-Scale Linear System Identification Using Gaussian Regression
Wenqi Cao, Gianluigi Pillonetto
Many problems arising in control require the determination of a mathematical model of the application. This has often to be performed starting from input-output data, leading to a…
The Generalized Cross Validation Filter
Giulio Bottegal, Gianluigi Pillonetto
Generalized cross validation (GCV) is one of the most important approaches used to estimate parameters in the context of inverse problems and regularization techniques. A notable e…
Boosting as a kernel-based method
Aleksandr Y. Aravkin, Giulio Bottegal, Gianluigi Pillonetto
Boosting combines weak (biased) learners to obtain effective learning algorithms for classification and prediction. In this paper, we show a connection between boosting and kernel-…
Classical vs. Bayesian methods for linear system identification: point estimators and confidence sets
D. Romeres, G. Prando, G. Pillonetto +1
This paper compares classical parametric methods with recently developed Bayesian methods for system identification. A Full Bayes solution is considered together with one of the st…
Identification of stable models via nonparametric prediction error methods
Diego Romeres, Gianluigi Pillonetto, Alessandro Chiuso
A new Bayesian approach to linear system identification has been proposed in a series of recent papers. The main idea is to frame linear system identification as predictor estimati…
Outlier robust system identification: a Bayesian kernel-based approach
Giulio Bottegal, Aleksandr Y. Aravkin, Hakan Hjalmarsson +1
In this paper, we propose an outlier-robust regularized kernel-based method for linear system identification. The unknown impulse response is modeled as a zero-mean Gaussian proces…