Estimation Sample Complexity of a Class of Nonlinear Continuous-time Systems
Systems and Control
2024-07-16 v3 Systems and Control
Optimization and Control
Machine Learning
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.
Cite
@article{arxiv.2312.05382,
title = {Estimation Sample Complexity of a Class of Nonlinear Continuous-time Systems},
author = {Simon Kuang and Xinfan Lin},
journal= {arXiv preprint arXiv:2312.05382},
year = {2024}
}
Comments
Revised numerical example. To be presented at MECC 2024