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Direct Weight Optimization in Nonlinear Function Estimation and System Identification
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 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
Linköping: Linköping University Electronic Press, 2007. , 31 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2805
Keyword [en]
Function estimation, Non-parametric identification, Minimax techniques, Quadratic programming, Nonlinear systems, Meansquare error
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55831ISRN: LiTH-ISY-R-2805OAI: oai:DiVA.org:liu-55831DiVA: diva2:316708
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

Direct link
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