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Direct Weight Optimization for Approximately Linear Functions: Optimality and Design
Institute of Control Sciences, Russia.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2007 (English)Report (Other academic)
Abstract [en]

The Direct Weight Optimization (DWO) approach to estimating a regression function is studied here for the class of approximately linear functions, i.e., functions whose deviation from an affine function is bounded by a known constant. Upper and lower bounds for the asymptotic maximum MSE are given, some of which also hold in the non-asymptotic case and for an arbitrary fixed design. Their coincidence is then studied. Particularly, under mild conditions, it can be shown that there is always an interval in which the DWO-optimal estimator is optimal among all estimators. Experiment design issues are also studied.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2007. , 15 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2804
Keyword [en]
Non-parametric identification, Function approximation, Minimaxtechniques, Quadratic programming, Nonlinear systems, Mean-square error
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55830ISRN: LiTH-ISY-R-2804OAI: oai:DiVA.org:liu-55830DiVA: diva2:316707
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-10-02Bibliographically approved

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Roll, JacobLjung, Lennart

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • 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