A New Structure Exploiting Derivation of Recursive Direct Weight Optimization

Liang Dai, Thomas B. Schon
2015 IEEE Transactions on Automatic Control  
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.
doi:10.1109/tac.2014.2364979 fatcat:jmza5pxp2fdu5foqlqj3un2ula