On the estimation of hyperparameters for Bayesian system identification with exponentially decaying kernels

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]

@inproceedings{CarliCCLP12,
  title = {On the estimation of hyperparameters for Bayesian system identification with exponentially decaying kernels},
  author = {Ruggero Carli and Tianshi Chen and Alessandro Chiuso and Lennart Ljung and Gianluigi Pillonetto},
  year = {2012},
  doi = {10.1109/CDC.2012.6426236},
  url = {http://dx.doi.org/10.1109/CDC.2012.6426236},
  researchr = {https://researchr.org/publication/CarliCCLP12},
  cites = {0},
  citedby = {0},
  pages = {5260-5265},
  booktitle = {Proceedings of the 51th IEEE Conference on Decision and Control, CDC 2012, December 10-13, 2012, Maui, HI, USA},
  publisher = {IEEE},
  isbn = {978-1-4673-2065-8},
}