Recursive nonlinear-system identification using latent variables
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Abstract: In this paper we develop a method for learning nonlinear systems with multiple outputs and inputs. We begin by modelling the errors of a nominal predictor of the system using a latent variable framework. Then using the maximum likelihood principle we derive a criterion for learning the model. The resulting optimization problem is tackled using a majorization-minimization approach. Finally, we develop a convex majorization technique and show that it enables a recursive identification method. The method learns parsimonious predictive models and is tested on both synthetic and real nonlinear systems.
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- scientific article; zbMATH DE number 3875113 (Why is no real title available?)
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(9)- A coupled recursive least squares algorithm for multivariable systems and its computational amount analysis by using the coupling identification concept
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