Nonlinear system identification via direct weight optimization
نویسندگان
چکیده
منابع مشابه
A General Direct Weight Optimization Framework for Nonlinear System Identification
The direct weight optimization (DWO) approach is a method for finding optimal function estimates via convex optimization, applicable to nonlinear system identification. In this paper, an extended version of the DWO approach is introduced. A general function class description — which includes several important special cases — is presented, and different examples are given. A general theorem abou...
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The Direct Weight Optimization (DWO) approach to statistical estimation and the application to nonlinear system identification has been proposed and developed during the last few years. Computationally, the approach is typically reduced to a convex (e.g., quadratic or conic) program, which can be solved efficiently. The optimality or sub-optimality of the obtained estimates, in a minimax sense ...
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A general framework for estimating nonlinear functions and systems is described and analyzed in this paper. Identification of a system is seen as estimation of a predictor function. The considered predictor function estimate at a particular point is defined to be affine in the observed outputs, and the estimate is defined by the weights in this expression. For each given point, the maximal mean...
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ژورنال
عنوان ژورنال: Automatica
سال: 2005
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2004.11.010