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On Adaptive Boosting for System Identification
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0003-0355-2663
2018 (English)In: IEEE Transactions on Neural Networks and Learning Systems, ISSN 2162-237X, E-ISSN 2162-2388, Vol. 29, no 9, p. 4510-4514Article in journal (Refereed) Published
Abstract [en]

In the field of machine learning, the algorithm Adaptive Boosting has been successfully applied to a wide range of regression and classification problems. However, to the best of the authors' knowledge, the use of this algorithm to estimate dynamical systems has not been exploited. In this brief, we explore the connection between Adaptive Boosting and system identification, and give examples of an identification method that makes use of this connection. We prove that the resulting estimate converges to the true underlying system for an output-error model structure under reasonable assumptions in the large sample limit and derive a bound of the model mismatch for the noise-free case.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE), 2018. Vol. 29, no 9, p. 4510-4514
Keywords [en]
Adaptive algorithms, adaptive boosting, dynamical systems, orthonormal basis functions, system identification
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-235117DOI: 10.1109/TNNLS.2017.2754319ISI: 000443083700049PubMedID: 29035231Scopus ID: 2-s2.0-85052677886OAI: oai:DiVA.org:kth-235117DiVA, id: diva2:1249330
Note

QC 20180919

Available from: 2018-09-19 Created: 2018-09-19 Last updated: 2018-09-19Bibliographically approved

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Rojas, Cristian R.

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Bjurgert, JohanValenzuela, Patricio E.Rojas, Cristian R.
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