A two stage optimal transport based system identification method
A two stage optimal transport based system identification method
We present a novel system identification method that overcomes the local minima problem yet converges to accurate system parameters. In the first stage, the algorithm minimizes the wasserstein distance by the mean of an optimal transport solver without resorting to a gradient for the wasserstein distance cost. In the second stage, the algorithm achieves fast convergence usingconventional gradient descent methods in the euclidean distance cost.
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bepress|Engineering|Electrical and Computer Engineering|Signal Processing, engrXiv|Engineering|Electrical and Computer Engineering|Signal Processing, Other Computer Engineering, bepress|Engineering, engrXiv|Engineering|Computer Engineering|Other Computer Engineering, engrXiv|Engineering|Computer Engineering, Electrical and Computer Engineering, engrXiv|Engineering|Operations Research, Systems Engineering and Industrial Engineering, bepress|Engineering|Operations Research, Systems Engineering and Industrial Engineering, bepress|Engineering|Computer Engineering|Other Computer Engineering, Engineering, Operations Research, Systems Engineering and Industrial Engineering, engrXiv|Engineering, bepress|Engineering|Electrical and Computer Engineering, engrXiv|Engineering|Electrical and Computer Engineering, Signal Processing, Computer Engineering, bepress|Engineering|Computer Engineering
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