{"id":"https://openalex.org/W4407950531","doi":"https://doi.org/10.1109/cdc56724.2024.10886322","title":"Regret Analysis with Almost Sure Convergence for OBF-ARX Filter","display_name":"Regret Analysis with Almost Sure Convergence for OBF-ARX Filter","publication_year":2024,"publication_date":"2024-12-16","ids":{"openalex":"https://openalex.org/W4407950531","doi":"https://doi.org/10.1109/cdc56724.2024.10886322"},"language":"en","primary_location":{"id":"doi:10.1109/cdc56724.2024.10886322","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc56724.2024.10886322","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 IEEE 63rd Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5021036637","display_name":"Jiayun Li","orcid":"https://orcid.org/0000-0003-3957-3538"},"institutions":[{"id":"https://openalex.org/I99065089","display_name":"Tsinghua University","ror":"https://ror.org/03cve4549","country_code":"CN","type":"education","lineage":["https://openalex.org/I99065089"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiayun Li","raw_affiliation_strings":["Tsinghua University,Department of Automation and BNRist,Beijing,P.R.China,100084"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Tsinghua University,Department of Automation and BNRist,Beijing,P.R.China,100084","institution_ids":["https://openalex.org/I99065089"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5051696264","display_name":"Yiwen Lu","orcid":"https://orcid.org/0000-0003-4921-7406"},"institutions":[{"id":"https://openalex.org/I99065089","display_name":"Tsinghua University","ror":"https://ror.org/03cve4549","country_code":"CN","type":"education","lineage":["https://openalex.org/I99065089"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yiwen Lu","raw_affiliation_strings":["Tsinghua University,Department of Automation and BNRist,Beijing,P.R.China,100084"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Tsinghua University,Department of Automation and BNRist,Beijing,P.R.China,100084","institution_ids":["https://openalex.org/I99065089"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5018443722","display_name":"Yilin Mo","orcid":"https://orcid.org/0000-0001-7937-6737"},"institutions":[{"id":"https://openalex.org/I99065089","display_name":"Tsinghua University","ror":"https://ror.org/03cve4549","country_code":"CN","type":"education","lineage":["https://openalex.org/I99065089"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yilin Mo","raw_affiliation_strings":["Tsinghua University,Department of Automation and BNRist,Beijing,P.R.China,100084"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Tsinghua University,Department of Automation and BNRist,Beijing,P.R.China,100084","institution_ids":["https://openalex.org/I99065089"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I99065089"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.34736405,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"4955","last_page":"4960"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10688","display_name":"Image and Signal Denoising Methods","score":0.8920999765396118,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10688","display_name":"Image and Signal Denoising Methods","score":0.8920999765396118,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11233","display_name":"Advanced Adaptive Filtering Techniques","score":0.8574000000953674,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.7879999876022339,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.6797857880592346},{"id":"https://openalex.org/keywords/regret","display_name":"Regret","score":0.6078047752380371},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5287979245185852},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.4422128200531006},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3848218619823456},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3546140193939209},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3278862237930298},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2986937165260315},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.29369086027145386},{"id":"https://openalex.org/keywords/macroeconomics","display_name":"Macroeconomics","score":0.11728823184967041},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.113528311252594},{"id":"https://openalex.org/keywords/computer-vision","display_name":"Computer vision","score":0.0719236433506012}],"concepts":[{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.6797857880592346},{"id":"https://openalex.org/C50817715","wikidata":"https://www.wikidata.org/wiki/Q79895177","display_name":"Regret","level":2,"score":0.6078047752380371},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5287979245185852},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.4422128200531006},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3848218619823456},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3546140193939209},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3278862237930298},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2986937165260315},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.29369086027145386},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.11728823184967041},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.113528311252594},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0719236433506012}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cdc56724.2024.10886322","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc56724.2024.10886322","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 IEEE 63rd Conference on Decision and Control (CDC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Reduced inequalities","score":0.4399999976158142,"id":"https://metadata.un.org/sdg/10"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W1986348059","https://openalex.org/W1995573301","https://openalex.org/W2009748235","https://openalex.org/W2034128789","https://openalex.org/W2037244055","https://openalex.org/W2072357644","https://openalex.org/W2138176498","https://openalex.org/W2140834769","https://openalex.org/W2158290540","https://openalex.org/W2782752997","https://openalex.org/W3005818102","https://openalex.org/W3015283911","https://openalex.org/W3114678520","https://openalex.org/W3164810036","https://openalex.org/W4211135408","https://openalex.org/W4235848843","https://openalex.org/W4360745415","https://openalex.org/W4382936048","https://openalex.org/W4391021952","https://openalex.org/W4401358101","https://openalex.org/W6759151561","https://openalex.org/W6873209659"],"related_works":["https://openalex.org/W2971351794","https://openalex.org/W4376155396","https://openalex.org/W1947085858","https://openalex.org/W2174986909","https://openalex.org/W2527791220","https://openalex.org/W2101991911","https://openalex.org/W2155070487","https://openalex.org/W4311589891","https://openalex.org/W3123835761","https://openalex.org/W118270247"],"abstract_inverted_index":{"This":[0],"paper":[1],"considers":[2],"the":[3,21,37,48,56,68,72,76,80,89,93,111,120,126,134,138,141,149],"output":[4],"prediction":[5],"problem":[6],"for":[7,99],"an":[8,52,107],"unknown":[9],"Linear":[10],"Time-Invariant":[11],"(LTI)":[12],"system.":[13],"In":[14],"particular,":[15],"we":[16,66,105],"focus":[17],"our":[18],"attention":[19],"on":[20,110,133,145],"OBF-ARX":[22,49,73],"filter,":[23],"whose":[24],"transfer":[25],"function":[26],"is":[27,51],"a":[28,42],"linear":[29],"combination":[30],"of":[31,55,95,122,136],"Orthogonal":[32],"Basis":[33],"Functions":[34],"(OBFs),":[35],"with":[36,119],"coefficients":[38],"determined":[39],"by":[40,60],"solving":[41],"least-squares":[43],"regression.":[44],"We":[45],"prove":[46],"that":[47,79,115],"filter":[50,74],"accurate":[53],"approximation":[54],"Kalman":[57],"Filter":[58],"(KF)":[59],"quantifying":[61],"its":[62],"online":[63],"performance.":[64],"Specifically,":[65],"analyze":[67],"average":[69,81],"regret":[70,82],"between":[71],"and":[75,125,140],"KF,":[77],"proving":[78],"over":[83],"N":[84],"time":[85],"steps":[86],"converges":[87],"to":[88],"asymptotic":[90,112],"bias":[91],"at":[92],"speed":[94],"$O\\left(N^{-0.5+\\epsilon}\\right)$":[96],"almost":[97],"surely":[98],"all":[100],"$\\epsilon":[101],"\\gt":[102],"0$.":[103],"Then,":[104],"establish":[106],"upper":[108],"bound":[109],"bias,":[113],"demonstrating":[114],"it":[116],"decreases":[117],"exponentially":[118],"number":[121],"OBF":[123],"bases,":[124],"decreasing":[127],"rate":[128],"$\\tau(\\boldsymbol{\\lambda},":[129],"\\mu)$":[130],"explicitly":[131],"depends":[132],"poles":[135],"both":[137],"KF":[139],"OBF.":[142],"Numerical":[143],"results":[144],"diffusion":[146],"processes":[147],"validate":[148],"derived":[150],"bounds.":[151]},"counts_by_year":[],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}
