Andrea Serio: Reproducing Kernel Hilbert Space, an application in system identification
Time: Fri 2015-11-06 15.15 - 16.00
Location: Room 306, building 6, Kräftriket, Department of mathematics, Stockholm University
Participating: Andrea Serio, SU
This talk will informally introduce the subject of Reproducing Kernel Hilbert Space. Then it will be shown one application in the field of system identification in the case of SISO LTI system.
Main reference: "Kernel method! s in system identification, machine learning and function estimation: A survey" Pillonetto G., Dinuzzo F., Chen T., De Nicolao G., Ljung L.