A New Algorithm Based On Reinforcement Learning For Regressor Selection In The Least Square Estimation

Structure identification means determining the model and it’s details, like the number of regressor in the least square estimation. This is one of the most important problems in system modeling and identification. In this paper a new algorithm based on reinforcement learning is presented for structure identification in least square estimation. The results of the new algorithm are compared with that of the subset selection methods and the steepest descent. Online structure identification is one of the advantages of the proposed method. KeywordsStructure Identification; Least Square Estimation; Reinforcement Learning