Direct Weight Optimization in Nonlinear Function Estimation and System Identification
2007 (English)In: Proceedings of the 6th International Conference on System Identification and Control Problems (SICPRO '07), 2007Conference paper (Refereed)
The Direct Weight Optimization (DWO) approach to estimating a regression function and its application to nonlinear system identiﬁcation has been proposed and developed during the last few years by the authors. Computationally, the approach is typically reduced to a quadratic or conic programming and can be eﬀectively realized. The obtained estimates demonstrate optimality or sub-optimality in a minimax sense w.r.t. the mean-square error criterion under weak design conditions. Here we describe the main ideas of the approach and represent an overview of the obtained results.
Place, publisher, year, edition, pages
Function estimation, Non-parametric identification, Minimax techniques, Quadratic programming, Nonlinear systems, Mean-square error
Engineering and Technology Control Engineering
IdentifiersURN: urn:nbn:se:liu:diva-42215Local ID: 61633OAI: oai:DiVA.org:liu-42215DiVA: diva2:263070
6th International Conference on System Identification and Control Problems (SICPRO '07), Moscow, Russia, January-February, 2007