Learning noisy functions via interval models

Systems and Control Letters - Tập 59 - Trang 404-413 - 2010
Giuseppe Carlo Calafiore1
1Dipartimento di Automatica e Informatica, Politecnico di Torino, Italy

Tài liệu tham khảo

Ljung, 1999 Söderström, 1989 Campi, 2009, Interval predictor models: Identification and reliability, Automatica, 45, 382, 10.1016/j.automatica.2008.09.004 Vapnik, 1996, Support vector method for function approximation, regression estimation, and signal processing, 9, 281 Katkovnik, 2006 Zhang, 1995, Wavelet neural networks for function learning, IEEE Transactions on Signal Processing, 43, 1485, 10.1109/78.388860 Aubin, 1990 Aubin, 1984 Aubin, 2002, Impulse differential inclusions: a viability approach to hybrid systems, IEEE Transactions on Automatic Control, 47, 2, 10.1109/9.981719 Milanese, 2004, Set-membership identification of nonlinear systems, Automatica, 40, 957, 10.1016/j.automatica.2004.02.002 Milanese, 2005, Set-membership prediction of nonlinear time series, IEEE Transactions on Automatic Control, 50, 1655, 10.1109/TAC.2005.858693 Jaulin, 2001, Guaranteed nonlinear estimation using constraint propagation sets, International Journal of Control, 74, 1772, 10.1080/00207170110090642 Jaulin, 2001 Kieffer, 2002, Guaranteed recursive nonlinear state bounding using interval analysis, International Journal of Adaptive Control and Signal Processing, 6, 193, 10.1002/acs.680 L. El Ghaoui, G. Calafiore, Identification of ARX models with time-varying bounded parameters: a semidefinite programming approach, in: IFAC SYSID, Santa Barbara, California, 2000. L. El Ghaoui, G. Calafiore, Bounded uncertainty models in finance: Parameter estimation and forecasting, in: 15th IFAC World Congress, Barcelona, Spain, July 2002. G. Calafiore, M.C. Campi, L. El Ghaoui, Identification of reliable predictor models for unknown systems: a data-consistency approach based on learning theory, in: 15th IFAC World Congress, Barcelona, Spain, July 2002. Vapnik, 1998 M.C. Campi, G. Calafiore, S. Garatti, New results on the identification of interval predictor models, in: 16th IFAC World Congress, Prague, July 2005. Calafiore, 2005, Uncertain convex programs: randomized solutions and confidence levels, Mathematical Programming, 102, 25, 10.1007/s10107-003-0499-y Calafiore, 2006, The scenario approach to robust control design, IEEE Transactions on Automatic Control, 51, 742, 10.1109/TAC.2006.875041 Campi, 2008, The exact feasibility of randomized solutions of robust convex programs, SIAM Journal on Optimization, 19, 1211, 10.1137/07069821X G.C. Calafiore, Random convex programs: Part 1, in: IEEE Multi-Conference on Systems and Control, Yokohama, Japan, 2010. Matoušek, 1994, On geometric optimization with few violated constraints, Discrete Computational Geometry, 14, 365, 10.1007/BF02570713 Gärtner, 2001, A simple sampling lemma: analysis and applications in geometric optimization, Discrete Computational Geometry, 25, 569, 10.1007/s00454-001-0006-2 G.C. Calafiore, Random convex programs: Part 2, in: IEEE Multi-Conference on Systems and Control, Yokohama, Japan, 2010. M.C. Campi, S. Garatti, Chance-constrained optimization via randomization: feasibility and optimality. Optimization Online, September 2008.