Parametric output-only identification of time-varying structures using a kernel recursive extended least squares TARMA approach KU Leuven
© 2017 Elsevier Ltd The problem of parametric output-only identification of time-varying structures in a recursive manner is considered. A kernelized time-dependent autoregressive moving average (TARMA) model is proposed by expanding the time-varying model parameters onto the basis set of kernel functions in a reproducing kernel Hilbert space. An exponentially weighted kernel recursive extended least squares TARMA identification scheme is ...