BiLevel Estimation

How can I estimate the state AND the parameters?

CNRS
MEOM

In these examples, we will

θ=argminθL(θ)x(θ)=argminθJ(x;θ)\begin{aligned} \boldsymbol{\theta}^* &= \underset{\boldsymbol{\theta}}{\text{argmin}} \hspace{2mm} \boldsymbol{L}(\boldsymbol{\theta})\\ \boldsymbol{x}^*(\boldsymbol{\theta}) &= \underset{\boldsymbol{\theta}}{\text{argmin}} \hspace{2mm} \boldsymbol{J}(\boldsymbol{x};\boldsymbol{\theta}) \end{aligned}