A GENERAL DIRECT WEIGHT OPTIMIZATION FRAMEWORK FOR NONLINEAR SYSTEM IDENTIFICATION

The direct weight optimization (DWO) approach is a method for finding optimal function estimates via convex optimization, applicable to nonlinear system identification. In this paper, an extended version of the DWO approach is introduced. A general function class description - which includes several important special cases - is presented, and different examples are given. A general theorem about the principal shape of the weights is also proven.