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Autori principali: Kuang, Simon, Lin, Xinfan
Natura: Preprint
Pubblicazione: 2023
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Accesso online:https://arxiv.org/abs/2312.05382
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author Kuang, Simon
Lin, Xinfan
author_facet Kuang, Simon
Lin, Xinfan
contents We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by directly inverting the dynamics using regularized linear regression, is based on new design and analysis ideas for differentiation filtering and regularized least squares. Combined in series, they yield a novel finite-sample bound on mean absolute error of estimation.
format Preprint
id arxiv_https___arxiv_org_abs_2312_05382
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Estimation Sample Complexity of a Class of Nonlinear Continuous-time Systems
Kuang, Simon
Lin, Xinfan
Systems and Control
Optimization and Control
Machine Learning
We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by directly inverting the dynamics using regularized linear regression, is based on new design and analysis ideas for differentiation filtering and regularized least squares. Combined in series, they yield a novel finite-sample bound on mean absolute error of estimation.
title Estimation Sample Complexity of a Class of Nonlinear Continuous-time Systems
topic Systems and Control
Optimization and Control
Machine Learning
url https://arxiv.org/abs/2312.05382