Identification of Sparse Reciprocal Graphical Models
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DOI: 10.1109/lcsys.2018.2845943
Abstract: In this letter we propose an identification procedure of a sparse graphical model associated to a Gaussian stationary stochastic process. The identification paradigm exploits the approximation of autoregressive (AR) processes through reciprocal processes in order… read more here.
Keywords: identification sparse; reciprocal graphical; sparse reciprocal; process ... See more keywords
Identification of Sparse Volterra Systems: An Almost Orthogonal Matching Pursuit Approach
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2021.3070027
Abstract: This article considers identification of sparse Volterra systems. A method based on the almost orthogonal matching pursuit (AOMP) is proposed. The AOMP algorithm allows one to estimate one nonzero coefficient at a time until all… read more here.
Keywords: orthogonal matching; almost orthogonal; volterra systems; identification sparse ... See more keywords