A Bayesian Approach to Sparse plus Low rank Network Identification

被引：0

作者：

Zorzi, Mattia ^{[1
]}

Chiuso, Alessandro ^{[1
]}

机构：

[1] Univ Padua, Dipartimento Ingn Informaz, Via Gradenigo 6-B, I-35131 Padua, Italy

来源：

2015 54TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC) | 2015年

关键词：

SYSTEM-IDENTIFICATION; MODELS; ERROR;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We consider the problem of modeling multivariate stochastic processes with parsimonious dynamical models which can be represented with a sparse dynamic network with few latent nodes. This structure translates into a sparse plus low rank model. In this paper, we propose a Bayesian approach to identify such models.

引用

页码：7386 / 7391

页数：6

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