2000 年 120 巻 12 号 p. 2088-2093
Dynamic inverse optimization generates a quadratic criterion function under which given input and output sequences become optimal for a known state equation model. In this paper we propose to use statistical test to decide which state variables are included in a criterion function. To evaluate the effectiveness of the proposed method, simulation experiments are carried out. Statistical test successfully determines which state variables are included in a criterion function.
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