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，该算法能够同时对模型参数和算法超参数进行在线估计。为便于算法开发，本文提出了一种新核函数。通过仿真实验，将该新方案与递归最小二乘算法的性能进行了比较。