Data-Driven Impulse Response Regularization via Deep Learning

01/25/2018

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by   Carl Andersson, et al.

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We consider the problem of impulse response estimation for stable linear single-input single-output systems. It is a well-studied problem where flexible non-parametric models recently offered a leap in performance compared to the classical finite-dimensional model structures. Inspired by this development and the success of deep learning we propose a new flexible data-driven model. Our experiments indicate that the new model is capable of exploiting even more of the hidden patterns that are present in the input-output data as compared to the non-parametric models.