3 ms·
To be fair, any multivariable regulator or filter (estimator) that has a quadratic component (LQR/LQE) will naturally yield a solution similar to backpropagatio
by pjbk 1y ago
To be fair, any multivariable regulator or filter (estimator) that has a quadratic component (LQR/LQE) will naturally yield a solution similar to backpropagation when an iterative algorithm is used to optimize its cost or error function through a differentiable tangent space.
- bgnn 1y agoSo yeah, this was what I was thinking for a while. What about a more nonlinear estimator? Intuitively seems similar to me.
- andyferris 1y agoI believe the reason it works in nonlinear cases is that the derivative is “naturally linear” (to calculate the derivative, you are considering ever smaller regions where the cost function is approximately linear - exactly “how nonlinear” the cost function is elsewhere doesn’t play a role).
- bgnn 1y agothat makes a lot of sense actually. thank you.