Title
Impulse Response Estimation of Linear Time-Invariant Systems Using Convolved Gaussian Processes and Laguerre Functions.
Abstract
This paper presents a novel method to estimate the impulse response function of Linear Time-Invariant systems from input-output data by means of Laguerre functions and Convolved Gaussian Processes. We define a new non-stationary covariance function that encodes the convolution between the Laguerre functions and the input. The input (excitation) is modelled by a Gaussian Process prior. Thus, we are able to estimate the system’s impulse response by performing maximum likelihood estimation over the model hyperparameters. Besides, the proposed model performs well in missing and noisy data scenarios.
Year
Venue
Field
2017
CIARP
Impulse response,LTI system theory,Covariance function,Hyperparameter,Pattern recognition,Laguerre polynomials,Convolution,Computer science,Maximum likelihood,Algorithm,Gaussian process,Artificial intelligence
DocType
Citations 
PageRank 
Conference
0
0.34
References 
Authors
6
2
Name
Order
Citations
PageRank
Cristian Guarnizo131.40
Mauricio A. Álvarez216523.80