System identification: A learning theory approach

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The problem of system identification is formulated as a problem in statistical learning theory. lt is proved that if a particular type of uniform convergence result holds, then the classical approach of choosing the current model to minimize the error on the observed data can converge to an optimal model within the specified class. The reformulation of the problem leads to finite time estimates for the rate at which the estimated model converges to the optimal model. For exponentially stable systems it is proved that the desired uniform convergence holds so that the learning theory approach is applicable. For the entire collection see [Zbl 1007.00075].




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