A General Direct Weight Optimization Framework for Nonlinear System Identification
2005 (English)Report (Other academic)
The direct weight optimization (DWO) approach is a method for finding optimal function estimates via convex optimization, applicable to nonlinear system identification. In this paper, an extended version of the DWO approach is introduced. A general function class description - which includes several important special cases - is presented, and different examples are given. A general theorem about the principal shape of the weights is also proven.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2005. , 15 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2697
Non-parametric identification, Function approximation, Minimax techniques, Quadratic programming, Nonlinear systems, Mean-square error
IdentifiersURN: urn:nbn:se:liu:diva-56034ISRN: LiTH-ISY-R-2697OAI: oai:DiVA.org:liu-56034DiVA: diva2:316910