A Study of the DWO Approach to Function Estimation at a Given Point: Approximately Constant and Approximately Linear Function Classes
2003 (English)Report (Other academic)
In this report, the Direct Weight Optimization (DWO) approach to function estimation is studied for two special function classes: The classes of approximately constant and approximately linear functions. These classes consist of functions whose deviation from a constant/affine function is bounded by a known constant. Upper and lower bounds for the asymptotic maximum MSE are given, some of whic halso hold in the non-asymptotic case.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2003. , 20 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2578
System identification, Direct weight optimization, Asymptotic results
IdentifiersURN: urn:nbn:se:liu:diva-55969ISRN: LiTH-ISY-R-2578OAI: oai:DiVA.org:liu-55969DiVA: diva2:316771