Kernel methods and gaussian processes for system identification and control: A road map on regularized kernel-based learning for control

A Carè, R Carli, A Dalla Libera… - IEEE Control …, 2023 - ieeexplore.ieee.org
The commonly adopted route to control a dynamic system and make it follow the desired
behavior consists of two steps. First, a model of the system is learned from input–output data …

[HTML][HTML] Non-asymptotic state-space identification of closed-loop stochastic linear systems using instrumental variables

S Szentpéteri, BC Csáji - Systems & Control Letters, 2023 - Elsevier
The paper suggests a generalization of the Sign-Perturbed Sums (SPS) finite sample system
identification method for the identification of closed-loop observable stochastic linear …

Signed-Perturbed Sums Estimation of ARX Systems: Exact Coverage and Strong Consistency (Extended Version)

A Carè, E Weyer, BC Csáji, MC Campi - arXiv preprint arXiv:2402.11528, 2024 - arxiv.org
Sign-Perturbed Sums (SPS) is a system identification method that constructs confidence
regions for the unknown system parameters. In this paper, we study SPS for ARX systems …

[PDF][PDF] Kernel methods and Gaussian processes for system identification and control

This article reviews some kernel-based approaches for system identification and learning-
based control. In the first part, the presentation moves from classic linear system …