Recursive identification with regularization and on-line hyperparameters estimation
Year: 2024
Type: article
Abstract: This paper presents a regularized recursive identification algorithm with simultaneous on-line estimation of both the model parameters and the algorithms hyperparameters. A new kernel is proposed to facilitate the algorithm development. The performance of this novel scheme is compared with that of the recursive least squares algorithm in simulation.
Source: IFAC-PapersOnLine
Authors: Bernard Vau, Tudor-Bogdan Airimitoaie
Language: English
Subfield: Control and Systems Engineering
Field: Engineering
Domain: Physical Sciences
Open Access status: diamond
OpenAlex ID: W4402641499
