Online Kernel Adaptive Algorithms With Dictionary Adaptation for MIMO Models

Abstract

Nonlinear system identification has always been a challenging problem. The use of kernel methods to solve such problems becomes more prevalent. However, the complexity of these methods increases with time which makes them unsuitable for online identification. This drawback can be solved with the introduction of the coherence criterion. Furthermore, dictionary adaptation using a stochastic gradient method proved its efficiency. Mostly, all approaches are used to identify Single Output models which form a particular case of real problems. In this letter we investigate online kernel adaptive algorithms to identify Multiple Inputs Multiple Outputs model as well as the possibility of dictionary adaptation for such models.