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dc.contributor.authorToth, Roland
dc.contributor.authorSanandaji, Borhan M.
dc.contributor.authorPoolla, Kameshwar
dc.contributor.authorVincent, Tyrone L.
dc.date.accessioned2016-02-25T12:57:17Z
dc.date.available2016-02-25T12:57:17Z
dc.date.issued2011-12
dc.identifier.citationToth R, Sanandaji BM, Poolla K, Vincent TL (2011) Compressive System Identification in the Linear Time-Invariant framework. IEEE Conference on Decision and Control and European Control Conference. Available: http://dx.doi.org/10.1109/CDC.2011.6160383.
dc.identifier.doi10.1109/CDC.2011.6160383
dc.identifier.urihttp://hdl.handle.net/10754/597820
dc.description.abstractSelection of an efficient model parametrization (model order, delay, etc.) has crucial importance in parametric system identification. It navigates a trade-off between representation capabilities of the model (structural bias) and effects of over-parametrization (variance increase of the estimates). There exists many approaches to this widely studied problem in terms of statistical regularization methods and information criteria. In this paper, an alternative ℓ 1 regularization scheme is proposed for estimation of sparse linear-regression models based on recent results in compressive sensing. It is shown that the proposed scheme provides consistent estimation of sparse models in terms of the so-called oracle property, it is computationally attractive for large-scale over-parameterized models and it is applicable in case of small data sets, i.e., underdetermined estimation problems. The performance of the approach w.r.t. other regularization schemes is demonstrated in an extensive Monte Carlo study. © 2011 IEEE.
dc.description.sponsorshipSupported by NWO (grant no. 680-50-0927).Supported by NSF (grant no. ECCS-0925337) and OOF991-KAUST US LIMITED (award no. 025478).Supported by NSF (grant no. CNS-0931748).
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)
dc.subjectCompressive Sensing
dc.subjectLinear Time-Invariant Systems
dc.subjectSystem Identification
dc.titleCompressive System Identification in the Linear Time-Invariant framework
dc.typeConference Paper
dc.identifier.journalIEEE Conference on Decision and Control and European Control Conference
dc.contributor.institutionDelft University of Technology, Delft, Netherlands
dc.contributor.institutionColorado School of Mines, Golden, United States
dc.contributor.institutionUC Berkeley, Berkeley, United States
kaust.grant.number025478


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