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Direct Weight Optimization in Statistical 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.
Université de Bretagne Sud, France.
2007 (English)Report (Other academic)
Abstract [en]

The Direct Weight Optimization (DWO) approach to statistical estimation and the application to nonlinear system identification has been proposed and developed during the last few years. Computationally, the approachis typically reduced to a convex (e.g., quadratic or conic) program, whichcan be solved efficiently. The optimality or sub-optimality of the obtained estimates, in a minimax sense w.r.t. the estimation error criterion, can be analyzed under weak a priori conditions. The main ideas of the approach are discussed here and an overview of the obtained results is presented.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2007. , 44 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2831
Keyword [en]
Statistical estimation, Nonparametric identification, Minimax techniques, Convex programming, Nonlinear systems, Estimation error
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-56151ISRN: LiTH-ISY-R-2831OAI: oai:DiVA.org:liu-56151DiVA: diva2:316947
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