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  5. Recurrent estimation of transfer gram matrix for identification of nonlinear nonstationary dynamic systems

Recurrent estimation of transfer gram matrix for identification of nonlinear nonstationary dynamic systems

L. M. Lyubchyk, V.A. Kolbasin
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The problem of recursive identification of nonlinear time-dependent dynamical systems based on nuclear techniques in real time. On the basis of a sliding control algorithm level 2 to estimate the regularization parameter. The way of calculation of the quality criterion for the algorithm of the second level.
Keywords: nuclear techniques Gram matrix, regularization, cross-validation, recursive algorithms