Online learning of nonlinear parametric models under non-smooth regularization using EKF and ADMM

DOI10.1016/J.AUTOMATICA.2025.112787MaRDI QIDQ6851084zbMATH OpenFDO

Authors Lapo Frascati, A. Bemporad

Publication date 27 February 2026

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AUTOMATICA.2025.112787

zbMATH Keywords

parameter estimationKalman filteringadaptive controlneural networksonline learningnon-smooth regularization

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Adaptive control/observation systems (93C40)

Cites work

• scientific article; zbMATH DE number 5971198 (Why is no real title available?)
• A fresh look at the Kalman filter
• A survey of algorithms and analysis for adaptive online learning
• An L-BFGS-B approach for linear and nonlinear system identification under _1 and group-Lasso regularization
• CasADi: a software framework for nonlinear optimization and optimal control
• Deep networks for system identification: a survey
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Nonlinear System Identification: A User-Oriented Road Map
• Recurrent Neural Network Training With Convex Loss and Regularization Functions by Extended Kalman Filtering
• Training recurrent neural networks by sequential least squares and the alternating direction method of multipliers

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