Software

System identification with regularization methods

Regularized impulse response estimation: the command regul_fir.m is the core of the command impulseest.m which has been released in the System Identification Toolbox of Matlab by Mathsworks in 2012.

Technical and implementation details can be found in the following papers:

 

Tianshi Chen, Henrik Ohlsson and Lennart Ljung. On the Estimation of Transfer Functions, Regularizations and Gaussian Processes – Revisited, Automatica, Vol. 8, pp. 1525-1535, 2012.

 

Tianshi Chen and Lennart Ljung. Implementation of algorithms for tuning parameters in regularized least squares problems in system identification. Automatica, Vol. 49, No. 7, pp. 2213-2220, 2013.

State inference by exploring the structure of systems

Decentralized particle filter that has a built-in parallel structure. Its source code can be downloaded here.

 

Technical and implementation details can be found in the following paper:

 

Tianshi Chen, Thomas B. Schön, Henrik Ohlsson and Lennart Ljung. Decentralized Particle filter with Arbitrary State Partitioning. IEEE Trans. Signal Processing, Vol. 59, No. 2, pp. 465-478, 2011.