Pages that link to "Item:Q4562532"

The following pages link to A new filter‐based stochastic gradient algorithm for dual‐rate ARX models (Q4562532):

Displaying 10 items.

• Aitken based modified Kalman filtering stochastic gradient algorithm for dual-rate nonlinear models (Q2416724) (← links)
• A novel reduced-order algorithm for rational models based on Arnoldi process and Krylov subspace (Q2665156) (← links)
• Stochastic average gradient algorithm for multirate FIR models with varying time delays using self‐organizing maps (Q5003430) (← links)
• Highly computationally efficient state filter based on the delta operator (Q5240975) (← links)
• Outlier robust identification of dual‐rate Hammerstein models in the presence of unmodeled dynamics (Q6063206) (← links)
• Identification of the nonlinear systems based on the kernel functions (Q6071550) (← links)
• Identification of dual‐rate sampled errors‐in‐variables systems with time delays (Q6081006) (← links)
• The data filtering based multiple‐stage Levenberg–Marquardt algorithm for Hammerstein nonlinear systems (Q6092381) (← links)
• Recursive least squares estimation methods for a class of nonlinear systems based on non-uniform sampling (Q6494672) (← links)
• Improved least-squares identification for multiple-output non-linear stochastic systems (Q6598862) (← links)