Friday, January 15th, 12:00 ELEC seminar by Noël Hallemans

IMPROVED TRANSFER FUNCTION ESTIMATION BY GAUSSIAN PROCESS REGRESSION WITH PRIOR KNOWLEDGE

Abstract: Kernel-based modelling of dynamical systems offers important advantages such as imposing stability, causality and smoothness on the estimate of the model. Here, we improve the existing frequency domain kernel-based approach for estimating the transfer function of a linear time-invariant system from noisy data. This is done by introducing prior knowledge in the kernel. We use a local rational modelling technique to determine the most significant poles, and include these poles as prior knowledge in the kernel. This results in accurate models for the identification of lightly-damped systems.

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