Robust EM kernel-based methods for linear system identification

Giulio Bottegal, Aleksandr Y. Aravkin, Håkan Hjalmarsson, Gianluigi Pillonetto

Type: Article

Publication Date: 2016-02-05

Citations: 52

DOI: https://doi.org/10.1016/j.automatica.2016.01.036

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arXiv (Cornell University) - View - PDF
Automatica - View

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+	The Variational Bayesian EM Algorithm for Incomplete Data: With Application to Scoring Graphical Model Structures	2003	Matthew J. Beal Zoubin Ghahramani
+	Proceedings of the Seventeenth Conference on Uncertainty in Artificial Intelligence (2001)	2013	Jack Breese Daphne Koller
+ PDF Chat	The Practical Implementation of Bayesian Model Selection	2001	Hugh Chipman Edward I. George Robert E. McCulloch
+	Expectation Propagation for approximate Bayesian inference	2013	Thomas P. Minka
+	Hierarchical Bayesian ARX models for robust inference	2012	Johan Dahlin Fredrik Lindsten Thomas B. Schön Adrian Wills
+	Regularized spectrum estimation using stable spline kernels	2013	Giulio Bottegal Gianluigi Pillonetto
+	Maximum Likelihood from Incomplete Data Via the <i>EM</i> Algorithm	1977	A. P. Dempster N. M. Laird Donald B. Rubin
+	Asymptotic properties of the least-squares method for estimating transfer functions and disturbance spectra	1992	Lennart Ljung Bo Wahlberg
+	Outlier robust system identification: a Bayesian kernel-based approach	2014	Giulio Bottegal Aleksandr Y. Aravkin Håkan Hjalmarsson Gianluigi Pillonetto
+	The EM Algorithm and Extensions	1998	Debashis Kushary Geoffrey J. McLachlan Thriyambakam Krishnan