BriefGPT.xyz
Feb, 2019
半参数最小二乘学习线性动态系统
Learning Linear Dynamical Systems with Semi-Parametric Least Squares
HTML
PDF
Max Simchowitz, Ross Boczar, Benjamin Recht
TL;DR
通过分析最小二乘估计器的变体，，提出了一种半参数噪声估计算法，可以解决具有偏差，半参数噪声的估计问题，同时可以应用于部分观测线性系统参数的估计，且对于长期依赖问题的方差引入具有可减少的能力.
Abstract
We analyze a simple prefiltered variation of the
least squares estimator
for the problem of estimation with biased,
semi-parametric noise
, an error model studied more broadly in causal statistics and active learn
→