Abstract

This work discusses about an efficient implementation of the kernel regularization method. In particular, this work focuses on Alternating Direction Method of Multipliers (ADMM) which is one of the convex optimization methods. This work employs two assumptions; (1) the identification input is periodic, and (2) the kernel matrix is tridiagonal. It is shown that ADMM updates can be implemented efficiently under these assumptions. A numerical example is shown to demonstrate the effectiveness of the proposed method.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call