The recursive direct weight optimization method is used to solve challenging nonlinear system identification problems. This note provides a new derivation and a new interpretation of the method. The key underlying the note is to acknowledge and exploit a certain structure inherent in the problem.
Cite
@article{arxiv.1411.4018,
title = {A new structure exploiting derivation of recursive direct weight optimization},
author = {Liang Dai and Thomas B. Schön},
journal= {arXiv preprint arXiv:1411.4018},
year = {2014}
}