Operations Research, Systems Engineering and Industrial Engineering Commons^™

Selective Recursive Kernel Learning For Online Identification Of Nonlinear Systems With Narx Form, Yi Liu, Haiqing Wang, Jiang Yu, Ping Li

Dr. Yi Liu

Online identification of nonlinear systems is still an important while difficult task in practice. A general and simple online identification method, namely Selective Recursive Kernel Learning (SRKL), is proposed for multi-input–multi-output (MIMO) systems with the nonlinear autoregressive with exogenous input form. A two-stage RKL online identification framework is first formulated, where the information contained by a sample (i.e., the new arriving or old useless one) can be introduced into and/or deleted from the model, recursively. Then, a sparsification strategy to restrict the model complexity is developed to guarantee all the output channels of the MIMO model accurate simultaneously. Specially, a …