The existence and uniqueness of solutions for kernel-based system identification

The notion of reproducing kernel Hilbert space (RKHS) has emerged in system identification during the past decade. In the resulting framework, the impulse response estimation problem is formulated as a regularized optimization defined on an infinite-dimensional RKHS consisting of stable impulse responses. The consequent estimation problem is...

Kernel-based identification with frequency domain side-information

This paper discusses the problem of system identification when frequency domain side-information is available. We mainly consider the case where the side-information is provided as the H_∞-norm of the system being bounded by a given scalar. This framework allows considering different forms of frequency domain side-information, such...