Sparse Estimation of Polynomial and Rational Dynamical Models

In many practical situations, it is highly desirable to estimate an accurate mathematical model of a real system using as few parameters as possible. At the same time, the need for an accurate description of the system behavior without knowing its complete dynamical structure often leads to model pa...

Celý popis

Uložené v:
Podrobná bibliografia
Vydané v:IEEE transactions on automatic control Ročník 59; číslo 11; s. 2962 - 2977
Hlavní autori: Rojas, Cristian R., Toth, Roland, Hjalmarsson, Hakan
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: New York IEEE 01.11.2014
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Predmet:
ISSN:0018-9286, 1558-2523, 1558-2523
On-line prístup:Získať plný text
Tagy: Pridať tag
Žiadne tagy, Buďte prvý, kto otaguje tento záznam!
Abstract In many practical situations, it is highly desirable to estimate an accurate mathematical model of a real system using as few parameters as possible. At the same time, the need for an accurate description of the system behavior without knowing its complete dynamical structure often leads to model parameterizations describing a rich set of possible hypotheses; an unavoidable choice, which suggests sparsity of the desired parameter estimate. An elegant way to impose this expectation of sparsity is to estimate the parameters by penalizing the criterion with the ℓ 0 "norm" of the parameters. Due to the non-convex nature of the ℓ 0 -norm, this penalization is often implemented as solving an optimization program based on a convex relaxation (e.g., ℓ 1 /LASSO, nuclear norm, . . .). Two difficulties arise when trying to apply these methods: (1) the need to use cross-validation or some related technique for choosing the values of regularization parameters associated with the ℓ 1 penalty; and (2) the requirement that the (unpenalized) cost function must be convex. To address the first issue, we propose a new technique for sparse linear regression called SPARSEVA, with close ties with the LASSO (least absolute shrinkage and selection operator), which provides an automatic tuning of the amount of regularization. The second difficulty, which imposes a severe constraint on the types of model structures or estimation methods on which the ℓ 1 relaxation can be applied, is addressed by combining SPARSEVA and the Steiglitz-McBride method. To demonstrate the advantages of the proposed approach, a solid theoretical analysis and an extensive simulation study are provided.
AbstractList In many practical situations, it is highly desirable to estimate an accurate mathematical model of a real system using as few parameters as possible. At the same time, the need for an accurate description of the system behavior without knowing its complete dynamical structure often leads to model parameterizations describing a rich set of possible hypotheses; an unavoidable choice, which suggests sparsity of the desired parameter estimate. An elegant way to impose this expectation of sparsity is to estimate the parameters by penalizing the criterion with the $\ell_{0}$ "norm" of the parameters. Due to the non-convex nature of the $\ell_{0}$-norm, this penalization is often implemented as solving an optimization program based on a convex relaxation (e.g., $\ell_{1}$/LASSO, nuclear norm, $\ldots$). Two difficulties arise when trying to apply these methods: (1) the need to use cross-validation or some related technique for choosing the values of regularization parameters associated with the $\ell_{1}$ penalty; and (2) the requirement that the (unpenalized) cost function must be convex. To address the first issue, we propose a new technique for sparse linear regression called SPARSEVA, with close ties with the LASSO (least absolute shrinkage and selection operator), which provides an automatic tuning of the amount of regularization. The second difficulty, which imposes a severe constraint on the types of model structures or estimation methods on which the $\ell_{1}$ relaxation can be applied, is addressed by combining SPARSEVA and the Steiglitz-McBride method. To demonstrate the advantages of the proposed approach, a solid theoretical analysis and an extensive simulation study are provided.
In many practical situations, it is highly desirable to estimate an accurate mathematical model of a real system using as few parameters as possible. At the same time, the need for an accurate description of the system behavior without knowing its complete dynamical structure often leads to model parameterizations describing a rich set of possible hypotheses; an unavoidable choice, which suggests sparsity of the desired parameter estimate. An elegant way to impose this expectation of sparsity is to estimate the parameters by penalizing the criterion with the ℓ 0 "norm" of the parameters. Due to the non-convex nature of the ℓ 0 -norm, this penalization is often implemented as solving an optimization program based on a convex relaxation (e.g., ℓ 1 /LASSO, nuclear norm, . . .). Two difficulties arise when trying to apply these methods: (1) the need to use cross-validation or some related technique for choosing the values of regularization parameters associated with the ℓ 1 penalty; and (2) the requirement that the (unpenalized) cost function must be convex. To address the first issue, we propose a new technique for sparse linear regression called SPARSEVA, with close ties with the LASSO (least absolute shrinkage and selection operator), which provides an automatic tuning of the amount of regularization. The second difficulty, which imposes a severe constraint on the types of model structures or estimation methods on which the ℓ 1 relaxation can be applied, is addressed by combining SPARSEVA and the Steiglitz-McBride method. To demonstrate the advantages of the proposed approach, a solid theoretical analysis and an extensive simulation study are provided.
In many practical situations, it is highly desirable to estimate an accurate mathematical model of a real system using as few parameters as possible. At the same time, the need for an accurate description of the system behavior without knowing its complete dynamical structure often leads to model parameterizations describing a rich set of possible hypotheses; an unavoidable choice, which suggests sparsity of the desired parameter estimate. An elegant way to impose this expectation of sparsity is to estimate the parameters by penalizing the criterion with the l(0) "norm" of the parameters. Due to the non-convex nature of the l(0)-norm, this penalization is often implemented as solving an optimization program based on a convex relaxation (e. g., l(1)/LASSO, nuclear norm, ...). Two difficulties arise when trying to apply these methods: (1) the need to use cross-validation or some related technique for choosing the values of regularization parameters associated with the l(1) penalty; and (2) the requirement that the (unpenalized) cost function must be convex. To address the first issue, we propose a new technique for sparse linear regression called SPARSEVA, with close ties with the LASSO (least absolute shrinkage and selection operator), which provides an automatic tuning of the amount of regularization. The second difficulty, which imposes a severe constraint on the types of model structures or estimation methods on which the l(1) relaxation can be applied, is addressed by combining SPARSEVA and the Steiglitz-McBride method. To demonstrate the advantages of the proposed approach, a solid theoretical analysis and an extensive simulation study are provided.
Author Toth, Roland
Rojas, Cristian R.
Hjalmarsson, Hakan
Author_xml – sequence: 1
  givenname: Cristian R.
  surname: Rojas
  fullname: Rojas, Cristian R.
  email: cristian.rojas@ee.kth.se
  organization: Autom. Control Lab. & ACCESS Linnaeus Center, KTH-R. Inst. of Technol., Stockholm, Sweden
– sequence: 2
  givenname: Roland
  surname: Toth
  fullname: Toth, Roland
  email: R.Toth@tue.nl
  organization: Dept. of Electr. Eng., Eindhoven Univ. of Technol., Eindhoven, Netherlands
– sequence: 3
  givenname: Hakan
  surname: Hjalmarsson
  fullname: Hjalmarsson, Hakan
  email: hakan.hjalmarsson@ee.kth.se
  organization: Autom. Control Lab. & ACCESS Linnaeus Center, KTH-R. Inst. of Technol., Stockholm, Sweden
BackLink https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-157602$$DView record from Swedish Publication Index (Kungliga Tekniska Högskolan)
BookMark eNp9kL1PwzAQxS1UJEphR2KJxMKS4nNixxkYqrZ8SEUgKKyWkzjgksbFToT63-M2VYcOTOeTf-_u3TtFvdrUCqELwEMAnN7MR-MhwRAPSUQhAThCfaCUh4SSqIf6GAMPU8LZCTp1buFbFsfQR7dvK2mdCqau0UvZaFMHpgxeTLWuzVLLKpB1EbxuP3wzWddyqXP_ejKFqtwZOi5l5dT5rg7Q-910Pn4IZ8_3j-PRLMzjBDdhmeOUxpJBkRaszDhkTNE4LYFzKDAjqkiZyiKSlRlJoJA0yVUqpeScEo4zHA1Q2M11v2rVZmJlvVm7FkZqMdEfI2Hsp_huvgTQhGHi-euOX1nz0yrXiKV2uaoqWSvTOuGPJwRzukWvDtCFaa0_dkMBSzl4C57CHZVb45xV5d4CYLHJX_j8xSZ_scvfS9iBJNfNNsjGSl39J7zshFoptd_DOCeJd_IH0laSuw
CODEN IETAA9
CitedBy_id crossref_primary_10_1016_j_sysconle_2020_104710
crossref_primary_10_1016_j_automatica_2020_109284
crossref_primary_10_1109_TAC_2023_3299550
crossref_primary_10_1002_rnc_6942
crossref_primary_10_1109_TAC_2017_2674185
crossref_primary_10_1109_TCNS_2021_3089141
crossref_primary_10_3390_s22114050
crossref_primary_10_1007_s11768_024_00213_x
crossref_primary_10_1016_j_automatica_2020_108914
crossref_primary_10_1146_annurev_control_053018_023744
crossref_primary_10_1016_j_ifacol_2015_12_290
crossref_primary_10_1109_LCSYS_2022_3187319
crossref_primary_10_1109_LSP_2018_2864620
crossref_primary_10_1016_j_automatica_2016_02_012
crossref_primary_10_1016_j_ifacol_2015_12_232
crossref_primary_10_1016_j_ifacol_2017_08_1472
crossref_primary_10_1007_s12555_020_0869_8
crossref_primary_10_1109_TAC_2021_3070027
crossref_primary_10_1049_iet_cta_2016_0385
crossref_primary_10_1016_j_automatica_2018_03_065
crossref_primary_10_1016_j_automatica_2020_109099
crossref_primary_10_1016_j_ifacol_2021_08_375
crossref_primary_10_1109_LSP_2015_2450505
crossref_primary_10_1016_j_automatica_2017_10_007
crossref_primary_10_1016_j_automatica_2025_112461
crossref_primary_10_1016_j_mechatronics_2017_09_004
crossref_primary_10_1016_j_automatica_2018_06_046
Cites_doi 10.1016/j.csda.2007.12.004
10.1007/978-1-4757-4286-2
10.2307/1269730
10.1109/CDC.2011.6161189
10.1198/016214506000000735
10.2307/2337118
10.1002/cpa.20124
10.2307/1427698
10.1016/j.jeconom.2007.05.017
10.1198/016214507000000509
10.1111/j.2517-6161.1996.tb02080.x
10.1214/009053604000000067
10.1515/9781400873173
10.1198/016214501753382273
10.1007/978-1-84800-155-8_7
10.1093/biomet/92.4.937
10.1016/j.automatica.2008.03.023
10.1111/j.1467-9868.2007.00577.x
10.1002/0471723134
10.1016/j.sigpro.2009.03.030
10.1007/b98855
10.1016/j.arcontrol.2009.12.001
10.1109/TAC.1963.1105517
10.1017/CBO9780511810817
10.1109/TAC.1965.1098181
10.1007/978-3-642-20192-9
10.1109/TAC.1981.1102679
10.1016/j.automatica.2012.05.054
ContentType Journal Article
Copyright Copyright The Institute of Electrical and Electronics Engineers, Inc. (IEEE) Nov 2014
Copyright_xml – notice: Copyright The Institute of Electrical and Electronics Engineers, Inc. (IEEE) Nov 2014
DBID 97E
RIA
RIE
AAYXX
CITATION
7SC
7SP
7TB
8FD
FR3
JQ2
L7M
L~C
L~D
F28
ADTPV
AOWAS
D8V
DOI 10.1109/TAC.2014.2351711
DatabaseName IEEE All-Society Periodicals Package (ASPP) 2005–Present
IEEE All-Society Periodicals Package (ASPP) 1998–Present
IEEE Electronic Library (IEL)
CrossRef
Computer and Information Systems Abstracts
Electronics & Communications Abstracts
Mechanical & Transportation Engineering Abstracts
Technology Research Database
Engineering Research Database
ProQuest Computer Science Collection
Advanced Technologies Database with Aerospace
Computer and Information Systems Abstracts – Academic
Computer and Information Systems Abstracts Professional
ANTE: Abstracts in New Technology & Engineering
SwePub
SwePub Articles
SWEPUB Kungliga Tekniska Högskolan
DatabaseTitle CrossRef
Technology Research Database
Computer and Information Systems Abstracts – Academic
Mechanical & Transportation Engineering Abstracts
Electronics & Communications Abstracts
ProQuest Computer Science Collection
Computer and Information Systems Abstracts
Engineering Research Database
Advanced Technologies Database with Aerospace
Computer and Information Systems Abstracts Professional
ANTE: Abstracts in New Technology & Engineering
DatabaseTitleList Technology Research Database
Technology Research Database


Database_xml – sequence: 1
  dbid: RIE
  name: IEEE/IET Electronic Library (IEL)
  url: https://ieeexplore.ieee.org/
  sourceTypes: Publisher
DeliveryMethod fulltext_linktorsrc
Discipline Engineering
EISSN 1558-2523
EndPage 2977
ExternalDocumentID oai_DiVA_org_kth_157602
3472705141
10_1109_TAC_2014_2351711
6882780
Genre orig-research
GrantInformation_xml – fundername: European Community's Seventh Framework Programme
  grantid: (FP7/2007-2013)/ERC; 267381
– fundername: European Research Council
  funderid: 10.13039/501100000781
GroupedDBID -~X
.DC
0R~
29I
3EH
4.4
5GY
5VS
6IK
97E
AAJGR
AARMG
AASAJ
AAWTH
ABAZT
ABQJQ
ABVLG
ACGFO
ACGFS
ACIWK
ACNCT
AENEX
AETIX
AGQYO
AGSQL
AHBIQ
AI.
AIBXA
AKJIK
AKQYR
ALLEH
ALMA_UNASSIGNED_HOLDINGS
ASUFR
ATWAV
BEFXN
BFFAM
BGNUA
BKEBE
BPEOZ
CS3
DU5
EBS
EJD
F5P
HZ~
H~9
IAAWW
IBMZZ
ICLAB
IDIHD
IFIPE
IFJZH
IPLJI
JAVBF
LAI
M43
MS~
O9-
OCL
P2P
RIA
RIE
RNS
TAE
TN5
VH1
VJK
~02
AAYXX
CITATION
7SC
7SP
7TB
8FD
FR3
JQ2
L7M
L~C
L~D
RIG
F28
ADTPV
AOWAS
D8V
ID FETCH-LOGICAL-c470t-fc0954a61d9d6fb81b6e549f1881d062ed96eb32bfb271da57ce9aaa885280b03
IEDL.DBID RIE
ISICitedReferencesCount 33
ISICitedReferencesURI http://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=Summon&SrcAuth=ProQuest&DestLinkType=CitingArticles&DestApp=WOS_CPL&KeyUT=000344482500009&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
ISSN 0018-9286
1558-2523
IngestDate Tue Nov 04 16:29:28 EST 2025
Sun Sep 28 12:10:13 EDT 2025
Mon Jun 30 10:27:36 EDT 2025
Tue Nov 18 19:37:01 EST 2025
Sat Nov 29 05:40:05 EST 2025
Wed Aug 27 02:48:54 EDT 2025
IsDoiOpenAccess false
IsOpenAccess true
IsPeerReviewed true
IsScholarly true
Issue 11
Keywords sparse estimation
Steiglitz-McBride method
model structure selection
LASSO
cross-validation
AIC
system identification
BIC
Language English
License https://ieeexplore.ieee.org/Xplorehelp/downloads/license-information/IEEE.html
LinkModel DirectLink
MergedId FETCHMERGED-LOGICAL-c470t-fc0954a61d9d6fb81b6e549f1881d062ed96eb32bfb271da57ce9aaa885280b03
Notes ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
content type line 23
OpenAccessLink https://research.tue.nl/en/publications/c1aa2e88-6004-4eec-96c0-ce56e465bf08
PQID 1616981280
PQPubID 85475
PageCount 16
ParticipantIDs proquest_miscellaneous_1642208502
ieee_primary_6882780
swepub_primary_oai_DiVA_org_kth_157602
proquest_journals_1616981280
crossref_citationtrail_10_1109_TAC_2014_2351711
crossref_primary_10_1109_TAC_2014_2351711
PublicationCentury 2000
PublicationDate 2014-11-01
PublicationDateYYYYMMDD 2014-11-01
PublicationDate_xml – month: 11
  year: 2014
  text: 2014-11-01
  day: 01
PublicationDecade 2010
PublicationPlace New York
PublicationPlace_xml – name: New York
PublicationTitle IEEE transactions on automatic control
PublicationTitleAbbrev TAC
PublicationYear 2014
Publisher IEEE
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher_xml – name: IEEE
– name: The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
References ref13
ref34
ref12
ref37
berger (ref36) 1985
ref14
eykhoff (ref1) 1974
regalia (ref24) 1995
ljung (ref33) 2006
ref31
ref30
ref11
weisberg (ref6) 1980
ref17
tibshirani (ref32) 1996; 58
ref19
ref18
chung (ref35) 2001
kolmogorov (ref38) 1975
ljung (ref2) 1999
ref23
ref26
rockafellar (ref39) 1970
ref20
söderström (ref3) 1989
zhu (ref16) 0
ref22
bühlmann (ref15) 2011
forssell (ref25) 0
ref28
ref27
ref29
ref8
ref9
grant (ref21) 2008
ref4
efron (ref7) 2004; 32
ref5
tibshirani (ref10) 1996; 58
References_xml – ident: ref13
  doi: 10.1016/j.csda.2007.12.004
– year: 1985
  ident: ref36
  publication-title: Statistical Decision Theory and Bayesian Analysis
  doi: 10.1007/978-1-4757-4286-2
– year: 1999
  ident: ref2
  publication-title: System Identification Theory for the User
– ident: ref11
  doi: 10.2307/1269730
– ident: ref14
  doi: 10.1109/CDC.2011.6161189
– ident: ref18
  doi: 10.1198/016214506000000735
– ident: ref8
  doi: 10.2307/2337118
– start-page: 9047
  year: 0
  ident: ref16
  article-title: A Box-Jenkins method that is asymptotically globally convergent for open loop data
  publication-title: Proc 18th IFAC World Congr
– ident: ref19
  doi: 10.1002/cpa.20124
– ident: ref37
  doi: 10.2307/1427698
– ident: ref29
  doi: 10.1016/j.jeconom.2007.05.017
– ident: ref28
  doi: 10.1198/016214507000000509
– volume: 58
  start-page: 267
  year: 1996
  ident: ref32
  article-title: Regression shrinkage and selection via the LASSO
  publication-title: J Roy Stat Soc B
  doi: 10.1111/j.2517-6161.1996.tb02080.x
– volume: 32
  start-page: 407
  year: 2004
  ident: ref7
  article-title: Least angle regression
  publication-title: Ann Statist
  doi: 10.1214/009053604000000067
– year: 1970
  ident: ref39
  publication-title: Convex Analysis
  doi: 10.1515/9781400873173
– year: 0
  ident: ref25
  article-title: Maximum likelihood estimation of models with unstable dynamics and non-minimum phase noise zeros
  publication-title: Proc 14th IFAC World Congr
– ident: ref27
  doi: 10.1198/016214501753382273
– start-page: 95
  year: 2008
  ident: ref21
  article-title: Graph implementations for nonsmooth convex programs
  publication-title: Recent Advances in Learning and Control (Tribute to M Vidyasagar)
  doi: 10.1007/978-1-84800-155-8_7
– volume: 58
  start-page: 267
  year: 1996
  ident: ref10
  article-title: Regression shrinkage and selection via the Lasso
  publication-title: J Roy Statist Soc B
  doi: 10.1111/j.2517-6161.1996.tb02080.x
– ident: ref30
  doi: 10.1093/biomet/92.4.937
– ident: ref31
  doi: 10.1016/j.automatica.2008.03.023
– ident: ref12
  doi: 10.1111/j.1467-9868.2007.00577.x
– year: 1975
  ident: ref38
  publication-title: Introductory Functional Analysis
– ident: ref4
  doi: 10.1002/0471723134
– ident: ref20
  doi: 10.1016/j.sigpro.2009.03.030
– year: 1974
  ident: ref1
  publication-title: System Identification Parameter and State Estimation
– ident: ref17
  doi: 10.1007/b98855
– year: 1989
  ident: ref3
  publication-title: System Identification
– ident: ref5
  doi: 10.1016/j.arcontrol.2009.12.001
– ident: ref26
  doi: 10.1109/TAC.1963.1105517
– year: 1995
  ident: ref24
  publication-title: Adaptive IIR Filtering in Signal Processing and Control
– ident: ref34
  doi: 10.1017/CBO9780511810817
– year: 1980
  ident: ref6
  publication-title: Applied Linear Regression
– ident: ref22
  doi: 10.1109/TAC.1965.1098181
– year: 2006
  ident: ref33
  publication-title: System Identification Toolbox for use with MATLAB
– year: 2011
  ident: ref15
  publication-title: Statistics for High Dimensional Data Methods Theory and Applications
  doi: 10.1007/978-3-642-20192-9
– ident: ref23
  doi: 10.1109/TAC.1981.1102679
– ident: ref9
  doi: 10.1016/j.automatica.2012.05.054
– year: 2001
  ident: ref35
  publication-title: A Course on Probability Theory 3rd Edition
SSID ssj0016441
Score 2.3445146
Snippet In many practical situations, it is highly desirable to estimate an accurate mathematical model of a real system using as few parameters as possible. At the...
SourceID swepub
proquest
crossref
ieee
SourceType Open Access Repository
Aggregation Database
Enrichment Source
Index Database
Publisher
StartPage 2962
SubjectTerms AIC
BIC
Biological system modeling
Cost function
cross-validation
Data models
Dynamical systems
Dynamics
Economic models
Estimates
Estimation
LASSO
Linear regression
Mathematical models
model structure selection
Noise
Norms
Parametrization
Polynomials
Regularization
Simulation
sparse estimation
Sparsity
Steiglitz-McBride method
system identification
Title Sparse Estimation of Polynomial and Rational Dynamical Models
URI https://ieeexplore.ieee.org/document/6882780
https://www.proquest.com/docview/1616981280
https://www.proquest.com/docview/1642208502
https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-157602
Volume 59
WOSCitedRecordID wos000344482500009&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
hasFullText 1
inHoldings 1
isFullTextHit
isPrint
journalDatabaseRights – providerCode: PRVIEE
  databaseName: IEEE/IET Electronic Library (IEL)
  customDbUrl:
  eissn: 1558-2523
  dateEnd: 99991231
  omitProxy: false
  ssIdentifier: ssj0016441
  issn: 1558-2523
  databaseCode: RIE
  dateStart: 19630101
  isFulltext: true
  titleUrlDefault: https://ieeexplore.ieee.org/
  providerName: IEEE
link http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwlV1baxUxEB5q8UEfvFXxaJUVRBDcniRnc3s89IJPpUiVvoVcJlg87Mq5CP57J7vbpQURfAskWcJMZvNNJjMfwHstMbBkRZ3RyLrJqqlDRFMHGbyRAVOSoSeb0Ofn5urKXuzBpykXBhH7x2d4VJp9LD91cVeuyuaK4KA25KDf01oNuVpTxKCc68NflwxYmCkkyez8cnlc3nA1R2Ihueb8zhHUc6rchZe3S4b2x8zZ4_9b4BN4NMLJajno_ynsYfsMHt4qMngAhXV4vcHqlIx5yFOsulxddKvfJSOZJvs2VV_GO8HqZGCop1ZhSVttnsPXs9PL48_1SJpQx0azbZ0jgabGK55sUjkQKlVIPmDmhpApUwKTVeRAi5CD0Dx5qSNa770xUhgW2OIF7Lddiy-hStIjzzbIJBcNkuX6JGPKC4O5UYnHGcxv5OjiWFG8EFusXO9ZMOtI8q5I3o2Sn8HHacbPoZrGP8YeFAFP40bZzuDwRlVuNLeNI9iqLEGV0v1u6iZDKdEP32K3K2MaUQhJmZjBh0HF07dLje2T629LR9p0P7bfHSc3jIlXf1_Ca3hQFjpkJB7C_na9wzdwP_7aXm_Wb_tt-QeT8eCG
linkProvider IEEE
linkToHtml http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwlV3raxQxEB9KK6gf6qOKp1VXEEFwe0luk81-PPqgYj2KnNJvIY8JFo9duYfgf-9kd7u0IIV-CyRZwkxm85tMZn4A70uJjoVK5BG1zIuoitx51LmTzmrpMATpWrKJcjbTFxfV-RZ8GnJhELF9fIYHqdnG8kPjN-mqbKwIDpaaHPSdxJzVZ2sNMYN0snf_XTJhoYegJKvG8-lhesVVHIiJ5CXnNw6hllXlJsC8XjS0PWhOHt1tiY9htweU2bTbAU9gC-un8PBamcE9SLzDyxVmx2TOXaZi1sTsvFn8TTnJNNnWIfvW3wpmRx1HPbUST9pi9Qy-nxzPD0_znjYh90XJ1nn0BJsKq3iogoqOcKlC8gIj14RNmRIYKkUutHDRiZIHK0uPlbVWayk0c2zyHLbrpsYXkAVpkcfKySAnBZLt2iB9iBONsVCB-xGMr-RofF9TPFFbLEzrW7DKkORNkrzpJT-Cj8OM3109jVvG7iUBD-N62Y5g_0pVpje4lSHgqioCK6n73dBNppLiH7bGZpPGFCJRkjIxgg-diodvpyrbR5c_poa0aX6tfxpOjhgTL_-_hLdw_3T-9cycfZ59eQUP0qK7_MR92F4vN_ga7vk_68vV8k27Rf8BbYXjzw
openUrl ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=Sparse+Estimation+of+Polynomial+and+Rational+Dynamical+Models&rft.jtitle=IEEE+transactions+on+automatic+control&rft.au=Rojas%2C+Cristian+R.&rft.au=Toth%2C+Roland&rft.au=Hjalmarsson%2C+Hakan&rft.date=2014-11-01&rft.issn=0018-9286&rft.eissn=1558-2523&rft.volume=59&rft.issue=11&rft.spage=2962&rft.epage=2977&rft_id=info:doi/10.1109%2FTAC.2014.2351711&rft.externalDBID=n%2Fa&rft.externalDocID=10_1109_TAC_2014_2351711
thumbnail_l http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=0018-9286&client=summon
thumbnail_m http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=0018-9286&client=summon
thumbnail_s http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=0018-9286&client=summon