Pré-Publication, Document De Travail Année : 2023

Recursive identification with regularization and on-line hyperparameters estimation

Résumé

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.

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Dates et versions

hal-04337419 , version 1 (13-12-2023)

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  • HAL Id : hal-04337419 , version 1

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Bernard Vau, Tudor-Bogdan Airimitoaie. Recursive identification with regularization and on-line hyperparameters estimation. 2023. ⟨hal-04337419⟩
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