Filter interpretation of regularized impulse response modeling

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Abstract

Kernel-based regularization techniques are constantly gaining attention in the identification world, due to their success in modeling the impulse response of linear systems. In this work, the same problem is considered from a different perspective. Instead of including prior knowledge in the definition of the covariance matrix of the parameters, here the focus is on the cost function level. The key idea is to define the regularization matrix as a filtering operation on the parameters, which allows for a more intuitive formulation of the problem from an engineering viewpoint. Moreover, this results in an effective user-friendly method to model a wide range of systems, including low-pass, band-pass and high-pass systems. The effectiveness of the proposed approach is illustrated by means of Monte Carlo simulations on five linear modeling examples, where the filter-based regularization outperforms the existing method based on the TC and DC kernels.

Original languageEnglish
Title of host publication2016 European Control Conference (ECC), June 29-July 1, 2016, Aalborg, Denmark
Place of PublicationPiscataway
PublisherInstitute of Electrical and Electronics Engineers
Pages1655-1660
Number of pages6
ISBN (Electronic)9781509025916
ISBN (Print)9781509025923
DOIs
Publication statusPublished - 2016
Externally publishedYes
Event15th European Control Conference (ECC 2016) - Aalborg, Denmark
Duration: 29 Jun 20161 Jul 2016
Conference number: 15
http://www.ecc16.eu/index.shtml
http://www.ecc16.eu/index.shtml

Conference

Conference15th European Control Conference (ECC 2016)
Abbreviated titleECC 2016
CountryDenmark
CityAalborg
Period29/06/161/07/16
Internet address

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