Ruggero Carli, Tianshi Chen, Alessandro Chiuso, Lennart Ljung, Gianluigi Pillonetto. On the estimation of hyperparameters for Bayesian system identification with exponentially decaying kernels. In Proceedings of the 51th IEEE Conference on Decision and Control, CDC 2012, December 10-13, 2012, Maui, HI, USA. pages 5260-5265, IEEE, 2012. [doi]
Abstract is missing.