Recursive identification with regularization and on-line hyperparameters estimation
Methodology
2024-05-14 v3 Systems and Control
Systems and Control
Optimization and Control
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.
Cite
@article{arxiv.2401.00097,
title = {Recursive identification with regularization and on-line hyperparameters estimation},
author = {Bernard Vau and Tudor-Bogdan Airimitoaie},
journal= {arXiv preprint arXiv:2401.00097},
year = {2024}
}
Comments
https://hal.science/hal-04337419