Nuclear norm regularization for overparametrized Hammerstein systems

  title={Nuclear norm regularization for overparametrized Hammerstein systems},
  author={Tillmann Falck and Johan A. K. Suykens and Johan Schoukens and Bart De Moor},
  journal={49th IEEE Conference on Decision and Control (CDC)},
In this paper we study the overparametrization scheme for Hammerstein systems [1] in the presence of regularization. The quality of the convex approximation is analysed, that is obtained by relaxing the implicit rank one constraint. To obtain an improved convex relaxation we propose the use of nuclear norms [2], instead of using ridge regression. On several simple examples we illustrate that this yields a solution close to the best possible convex approximation. Furthermore the experiments… CONTINUE READING
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