Repozytorium publikacji - Politechnika Gdańska

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Repozytorium publikacji
Politechniki Gdańskiej

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Regularized identification of fast time-varying systems - comparison of two regularization strategies

The problem of identification of a time-varying FIR system is considered and solved using the local basis function approach. It is shown that the estimation (tracking) results can be improved by means of regularization. Two variants of regularization are proposed and compared: the classical L2 (ridge) regularization and a new, reweighted L2 one. It is shown that the new approach can outperform the classical one and is computationally attractive.

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