Report
Recursive identification with regularization and on-line hyperparameters estimation
| العنوان: | Recursive identification with regularization and on-line hyperparameters estimation |
|---|---|
| المؤلفون: | Vau, Bernard, Airimitoaie, Tudor-Bogdan |
| سنة النشر: | 2023 |
| المجموعة: | Computer Science Mathematics Statistics |
| مصطلحات موضوعية: | Statistics - Methodology, Electrical Engineering and Systems Science - Systems and Control, Mathematics - Optimization and Control |
| الوصف: | 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. Comment: https://hal.science/hal-04337419 |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2401.00097 |
| رقم الانضمام: | edsarx.2401.00097 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |