Work

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.
Language: English
Open Access status: diamond
OpenAlex ID: W4402641499
FWCI:
Cites: 15
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Related to: 10