A new kernel-based approach to system identification with quantized output data

@article{Bottegal2017ANK,
  title={A new kernel-based approach to system identification with quantized output data},
  author={Giulio Bottegal and H{\aa}kan Hjalmarsson and Gianluigi Pillonetto},
  journal={Automatica},
  year={2017},
  volume={85},
  pages={145-152}
}
In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline kernel, which encodes information on regularity and exponential stability. This serves as a starting point to cast our… CONTINUE READING