Parameter estimation of a linear regression model by extending least square method based on quantum computing

Document Type : Original Article

Authors

1 Department of Mathematics, Tafresh University, Tafresh, Iran

2 Department of Electrical Engineering, Tafresh University, Tafresh, Iran

Abstract

The least square error method, despite its simplicity, yields acceptable results in system identification. The process of parameter estimation in system identification leads to solving the linear equation Ax=b. The important point is that the normal method of solving the above problem has a computational complexity of O(n3) for a n×n matrix. In solving this problem, the computational complexity increases with the increase of n (the size of the data matrix). On the other hand, availability of more samples leads to better modeling of the system. In the practical problems of system identification, when the number of input data is large, the computational complexity increases greatly. In this article, the goal is to present the developed quantum algorithm for solving the problem of least square error identification. In this article, two classical-quantum and all-quantum methods are presented. Unlike conventional HHL methods, the proposed methods in this article are able to calculate unbiased parameters with non-Hermitian matrices, and color noise. The proposed classical-quantum method has a computational complexity of of O(n2 log n) and the all-quantum method has an order of O(polylog n) in relation to the size of the data matrix. The results and comparisons show that the methods proposed in the article have less complexity and limitations than classical methods (with O(n3) complexity).

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