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

arXiv:2312.05382v2 Announce Type: replace-cross
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 …

abstract arxiv class complexity continuous cs.sy derivatives dynamics eess.sy flow linear math.oc sample state stat.ml systems the unknown type