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A Study of the DWO Approach to Function Estimation at a Given Point: Approximately Constant and Approximately Linear Function Classes
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.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2003 (English)Report (Other academic)
Abstract [en]

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.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2578
Keyword [en]
System identification, Direct weight optimization, Asymptotic results
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55969ISRN: LiTH-ISY-R-2578OAI: oai:DiVA.org:liu-55969DiVA: diva2:316771
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-10-08Bibliographically approved

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Roll, JacobLjung, Lennart

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CiteExportLink to record
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  • apa
  • harvard1
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  • de-DE
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  • en-US
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  • nn-NB
  • sv-SE
  • Other locale
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Output format
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