A new structure exploiting derivation of recursive direct weight optimization

TL;DR

This paper introduces a novel derivation and interpretation of the recursive direct weight optimization method by exploiting an inherent structure in nonlinear system identification problems.

Contribution

It provides a new perspective on the recursive direct weight optimization method, enhancing understanding and potential application in nonlinear system identification.

Findings

New derivation of the recursive direct weight optimization method

Enhanced understanding of the method's underlying structure

Potential improvements in nonlinear system identification accuracy

Abstract

The recursive direct weight optimization method is used to solve challenging nonlinear system identification problems. This note provides a new derivation and a new interpretation of the method. The key underlying the note is to acknowledge and exploit a certain structure inherent in the problem.