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Kernel Based Identification of Systems with Multiple Outputs Using Nuclear Norm Regularization

Kernel Based Identification of Systems with Multiple Outputs Using Nuclear Norm Regularization

This video was recorded at International Workshop on Advances in Regularization, Optimization, Kernel Methods and Support Vector Machines (ROKS): theory and applications, Leuven 2013. This contribution introduces a novel identification scheme for nonlinear systems with multiple outputs based on nuclear norm regularization. A kernel based formulation is derived in a primal-dual setting. Then the model representation in terms of the kernel function is established.

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