A New Structure Exploiting Derivation of Recursive Direct Weight Optimization

@article{Dai2015ANS,
  title={A New Structure Exploiting Derivation of Recursive Direct Weight Optimization},
  author={Liang Dai and Thomas B. Sch{\"o}n},
  journal={IEEE Transactions on Automatic Control},
  year={2015},
  volume={60},
  pages={1683-1685}
}
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.