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  • 1
    Publication Date: 2024-04-14
    Description: This open access book provides a comprehensive treatment of recent developments in kernel-based identification that are of interest to anyone engaged in learning dynamic systems from data. The reader is led step by step into understanding of a novel paradigm that leverages the power of machine learning without losing sight of the system-theoretical principles of black-box identification. The authors’ reformulation of the identification problem in the light of regularization theory not only offers new insight on classical questions, but paves the way to new and powerful algorithms for a variety of linear and nonlinear problems. Regression methods such as regularization networks and support vector machines are the basis of techniques that extend the function-estimation problem to the estimation of dynamic models. Many examples, also from real-world applications, illustrate the comparative advantages of the new nonparametric approach with respect to classic parametric prediction error methods. The challenges it addresses lie at the intersection of several disciplines so Regularized System Identification will be of interest to a variety of researchers and practitioners in the areas of control systems, machine learning, statistics, and data science. This is an open access book.
    Keywords: System Identification ; Machine Learning ; Linear Dynamical Systems ; Nonlinear Dynamical Systems ; Kernel-based Regularization ; Bayesian Interpretation of Regularization ; Gaussian Processes ; Reproducing Kernel Hilbert Spaces ; Estimation Theory ; Support Vector Machines ; Regularization Networks ; thema EDItEUR::U Computing and Information Technology::UY Computer science::UYQ Artificial intelligence::UYQM Machine learning ; thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TJ Electronics and communications engineering::TJF Electronics engineering::TJFM Automatic control engineering ; thema EDItEUR::P Mathematics and Science::PH Physics::PHS Statistical physics ; thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics::PBTB Bayesian inference ; thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics ; thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general::GPF Information theory::GPFC Cybernetics and systems theory
    Language: English
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