Logo: to the web site of Uppsala University

uu.sePublications from Uppsala University
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Toward tractable global solutions to bayesian point estimation problems via sparse sum-of-squares relaxations
KTH, Reglerteknik.ORCID iD: 0000-0001-7823-2993
KTH, Reglerteknik.ORCID iD: 0000-0001-5474-7060
KTH, Reglerteknik.ORCID iD: 0000-0002-9368-3079
2020 (English)In: 2020 American Control Conference (ACC), IEEE, 2020, p. 1501-1506Conference paper, Published paper (Refereed)
Abstract [en]

Bayesian point estimation is commonly used for system identification owing to its good properties for small sample sizes. Although this type of estimator is usually non-parametric, Bayes estimates can also be obtained for rational parametric models, which is often of interest. However, as in maximum-likelihood methods, the Bayes estimate is typically computed via local numerical optimization that requires good initialization and cannot guarantee global optimality. In this contribution, we propose a computationally tractable method that computes the Bayesian parameter estimates with posterior certification of global optimality via sum-of-squares polynomials and sparse semidefinite relaxations. It is shown that the method is applicable to certain discrete-time linear models, which takes advantage of the rational structure of these models and the sparsity in the Bayesian parameter estimation problem. The method is illustrated on a simulation model of a resonant system that is difficult to handle when the sample size is small.

Place, publisher, year, edition, pages
IEEE, 2020. p. 1501-1506
Series
Proceedings of the American Control Conference, ISSN 0743-1619, E-ISSN 2378-5861
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:uu:diva-474185DOI: 10.23919/ACC45564.2020.9147484ISI: 000618079801080Scopus ID: 2-s2.0-85089592745ISBN: 978-1-5386-8266-1 (electronic)ISBN: 978-1-5386-8265-4 (electronic)ISBN: 978-1-5386-8267-8 (print)OAI: oai:DiVA.org:uu-474185DiVA, id: diva2:1657186
Conference
2020 American Control Conference, ACC 2020, Denver, CO, USA, July 1-3, 2020
Funder
Vinnova, 2016-05181Swedish Research Council, 2015-05285Swedish Research Council, 2016-06079Available from: 2022-05-10 Created: 2022-05-10 Last updated: 2022-05-16Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopusPost-print in fulltext

Authority records

Abdalmoaty, Mohamed R.

Search in DiVA

By author/editor
Rodrigues, DiogoAbdalmoaty, Mohamed R.Hjalmarsson, Håkan
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
isbn
urn-nbn

Altmetric score

doi
isbn
urn-nbn
Total: 20 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf