Related papers: Estimation Sample Complexity of a Class of Nonlinear Continuous-time Systems

Estimation Sample Complexity of a Class of Nonlinear Continuous-time Systems

URL: http://arxiv.org/abs/2312.05382v3
Date: Fri, 12 Jul 2024 22:35:47 GMT
Title: Estimation Sample Complexity of a Class of Nonlinear Continuous-time Systems
Authors: Simon Kuang, Xinfan Lin,
Abstract summary: 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.
Score: 0.0
License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
Abstract: 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.

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