Recursive identification with regularization and on-line hyperparameters estimation
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866911873510670336 |
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| author | Vau, Bernard Airimitoaie, Tudor-Bogdan |
| author_facet | Vau, Bernard Airimitoaie, Tudor-Bogdan |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2401_00097 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Recursive identification with regularization and on-line hyperparameters estimation Vau, Bernard Airimitoaie, Tudor-Bogdan Methodology Systems and Control Optimization and Control 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. |
| title | Recursive identification with regularization and on-line hyperparameters estimation |
| topic | Methodology Systems and Control Optimization and Control |
| url | https://arxiv.org/abs/2401.00097 |