A Randomized Algorithm for Parsimonious Model Identification

Identifying parsimonious models is generically a "hard" nonconvex problem. Available approaches typically rely on relaxations such as Group Lasso or nuclear norm minimization. Moreover, incorporating stability and model order constraints into the formalism in such methods entails a substan...

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Bibliographic Details

Published in:	IEEE transactions on automatic control Vol. 63; no. 2; pp. 532 - 539
Main Authors:	Yilmaz, Burak, Bekiroglu, Korkut, Lagoa, Constantino, Sznaier, Mario
Format:	Journal Article
Language:	English
Published:	IEEE 01.02.2018
Subjects:	Atomic norm Computational modeling Data models Frank–Wolfe Hankel singular values identification Linear systems Noise measurement Optimization Stability analysis Transfer functions
ISSN:	0018-9286, 1558-2523
Online Access:	Get full text
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