Title :
A New Structure Exploiting Derivation of Recursive Direct Weight Optimization
Author :
Liang Dai ; Schon, Thomas B.
Author_Institution :
Dept. of Inf. Technol., Uppsala Univ., Uppsala, Sweden
Abstract :
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.
Keywords :
identification; nonlinear systems; optimisation; nonlinear system identification problems; recursive direct weight optimization method; Indexes; Linear programming; Manganese; Noise; Nonlinear systems; Optimization; Upper bound; Nonlinear System Identification; Nonlinear system identification; Recursive Direct Weight Optimization; recursive direct weight optimization;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2014.2364979
