Linking regularization and low-rank approximation for impulse response modeling Vrije Universiteit Brussel
In the last years, nonparametric linear dynamical systems modeling has regained attention in the system identification world. In particular, the application of regularization techniques that were already widely used in statistics and machine learning, has proven beneficial for the estimation of the impulse response of linear systems. The low-rank approximation of the impulse response obtained by the truncated singular value decomposition (SVD) ...