A General Direct Weight Optimization Framework for Nonlinear System Identification
| Authors: | Roll Jacob, Linköping University, Sweden
Nazin Alexander, Institute of Control Sciences, Russian Federation
Ljung Lennart, Linköping University, Sweden |
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| Topic: | 1.1 Modelling, Identification & Signal Processing |
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| Session: | Nonlinear System Identification I |
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| Keywords: | Non-Parametric identification, Function approximation, Mimimax techniques, Quadratic programming, Nonlinear systems, Mean-square error |
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Abstract
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.
