Direct Weight Optimization in Nonlinear Function Estimation and System Identification

• 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.

Ämnesord

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

Nyckelord

Function estimation

Non-parametric identification

Minimax techniques

Quadratic programming

Nonlinear systems

Mean-square error

TECHNOLOGY

TEKNIKVETENSKAP

Publikations- och innehållstyp

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