Recurrent online kernel recursive least square algorithm for nonlinear modeling

• Main Authors: Fan, Haijin, Song, Qing, Xu, Zhao
• Other Authors: School of Electrical and Electronic Engineering
• Format: Conference or Workshop Item
• Language: English
• Published: 2013
• Subjects: DRNTU::Engineering::Electrical and electronic engineering
• Online Access: https://hdl.handle.net/10356/101013; http://hdl.handle.net/10220/16315
• Institution: Nanyang Technological University

In this paper, we proposed a recurrent kernel recursive least square (RLS) algorithm for online learning. In classical kernel methods, the kernel function number grows as the number of training sample increases, which makes the computational cost of the algorithm very high and only applicable for of...