论文标题
分析开关系统的最少最低限额估计器
Analysis of the least sum-of-minimums estimator for switched systems
论文作者
论文摘要
本文考虑开关系统的特定参数估计器并分析其属性。所讨论的估计器定义为从数据集到解决方案集的优化问题集的地图,其中,在有限的子函数集上,待办优化的成本函数是点式INFIMA的总和。这是一个难题的问题。本文研究了此问题的一些基本特性,例如解决方案的唯一性或估计误差的界限,无论计算考虑方面如何。分析的兴趣是列出数据(理想)估计器性能的数据的主要影响力。
This paper considers a particular parameter estimator for switched systems and analyzes its properties. The estimator in question is defined as the map from the data set to the solution set of an optimization problem where the to-be-optimized cost function is a sum of pointwise infima over a finite set of sub-functions. This is a hard nonconvex problem. The paper studies some fundamental properties of this problem such as uniqueness of the solution or boundedness of the estimation error regardless of computational considerations. The interest of the analysis is to lay out the main influential properties of the data on the performance of this (ideal) estimator.