Regularized parametric system identification: a decision-theoretic formulation.
Johan WågbergDave ZachariahThomas B. SchönPublished in: CoRR (2017)
Keyphrases
- decision theoretic
- regularization framework
- expected utility
- ell norm
- decision models
- input output
- planning under uncertainty
- decision theory
- least squares
- plan recognition
- regularization method
- weighted least squares
- nonlinear dynamics
- recurrent neural networks
- bregman divergences
- parametric models
- low rank
- risk minimization
- goal state
- partially observable markov decision process
- neural network