Pages that link to "Item:Q2205498"
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The following pages link to Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data (Q2205498):
Displaying 12 items.
- Joint estimation of states and parameters for an input nonlinear state-space system with colored noise using the filtering technique (Q308028) (← links)
- Data filtering-based multi-innovation forgetting gradient algorithms for input nonlinear FIR-MA systems with piecewise-linear characteristics (Q2068227) (← links)
- An efficient inversion-free method for solving the nonlinear matrix equation \(X^p + \sum_{j=1}^ma_j^*X^{-q_j}a_j=Q\) (Q2137097) (← links)
- Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise (Q2334210) (← links)
- On partially augmented observers for systems with coloured noises (Q4036147) (← links)
- Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise (Q5000698) (← links)
- Accelerated identification algorithms for rational models based on the vector transformation (Q6053734) (← links)
- Wiener–Hammerstein nonlinear system identification using spectral analysis (Q6061100) (← links)
- Identification of an ARX model with impulse noise using a variable step size information gradient algorithm based on the kurtosis and minimum Renyi error entropy (Q6082676) (← links)
- Identification of Wiener systems based on the variable forgetting factor multierror stochastic gradient and the key term separation (Q6495317) (← links)
- Identification and U-control of a state-space system with time-delay (Q6495624) (← links)
- Filtered generalized iterative parameter identification for equation-error autoregressive models based on the filtering identification idea (Q6585579) (← links)
