This paper presents a regularized recursive identification algorithm with simultaneous on-line estimation of both the model parameters and the algorithms hyperparameters. A new kernel is proposed to facilitate the algorithm development. The performance of this novel scheme is compared with that of the recursive least squares algorithm in simulation.

翻译：本文提出了一种正则化递归辨识算法，该算法能同时在线估计模型参数与算法超参数。文中通过设计新型核函数促进算法开发，并通过仿真将新方案的性能与递归最小二乘算法进行了对比。