Recursive computational formulas of the least squares criterion functions for scalar system identification (Q1991294)

scientific article; zbMATH DE number 6968154

Language	Label	Description	Also known as
English	Recursive computational formulas of the least squares criterion functions for scalar system identification	scientific article; zbMATH DE number 6968154

Statements

instance of

scholarly article

0 references

title

Recursive computational formulas of the least squares criterion functions for scalar system identification (English)

0 references

0 references

0 references

Applied Mathematical Modelling

0 references

publication date

30 October 2018

0 references

zbMATH Keywords

numerical algorithm

0 references

least squares

0 references

system modeling

0 references

criterion function

0 references

recursive algorithm

0 references

parameter estimation

0 references

MaRDI profile type

Publication

0 references

full work available at URL

https://doi.org/10.1016/j.apm.2013.05.059

0 references

cites work

Parameter and state estimation algorithm for single-input single-output linear systems using the canonical state space models

0 references

Performance analysis of the auxiliary model-based least-squares identification algorithm for one-step state-delay systems

0 references

Unbiased identification of a class of multi-input single-output systems with correlated disturbances using bias compensation methods

0 references

Kalman filter-based identification for systems with randomly missing measurements in a network environment

0 references

Output Feedback Stabilization of Networked Control Systems With Random Delays Modeled by Markov Chains

0 references

Least squares based self‐tuning control of dual‐rate systems

0 references

Adaptive Digital Control of Hammerstein Nonlinear Systems with Limited Output Sampling

0 references

Self-tuning control based on multi-innovation stochastic gradient parameter estimation

0 references

\(l_2-l_\infty\) filtering for multirate systems based on lifted models

0 references

Hierarchical identification of lifted state-space models for general dual-rate systems

0 references

Two-stage least squares based iterative estimation algorithm for CARARMA system modeling

0 references

Gradient-based iterative parameter estimation for Box-Jenkins systems

0 references

Iterative parameter identification methods for nonlinear functions

0 references

Two-stage recursive least squares parameter estimation algorithm for output error models

0 references

Recursive least squares parameter estimation for non-uniformly sampled systems based on the data filtering

0 references

Performance analysis of estimation algorithms of nonstationary ARMA processes

0 references

LSQR iterative method for generalized coupled Sylvester matrix equations

0 references

An iterative algorithm for the reflexive solutions of the generalized coupled Sylvester matrix equations and its optimal approximation

0 references

Matrix equations over \((R,S)\)-symmetric and \((R,S)\)-skew symmetric matrices

0 references

Finite iterative solutions to coupled Sylvester-conjugate matrix equations

0 references

Gradient based iterative algorithms for solving a class of matrix equations

0 references

Iterative least-squares solutions of coupled sylvester matrix equations

0 references

Gradient based iterative solutions for general linear matrix equations

0 references

Transformations between some special matrices

0 references

On Iterative Solutions of General Coupled Matrix Equations

0 references

Iterative solutions of the generalized Sylvester matrix equations by using the hierarchical identification principle

0 references

Least squares estimation for a class of non-uniformly sampled systems based on the hierarchical identification principle

0 references

Auxiliary model identification method for multirate multi-input systems based on least squares

0 references

Bias compensation methods for stochastic systems with colored noise

0 references

Gradient based and least squares based iterative algorithms for matrix equations \(AXB + CX^{T}D = F\)

0 references

An iterative method for solving the generalized coupled Sylvester matrix equations over generalized bisymmetric matrices

0 references

Analysis of an iterative algorithm to solve the generalized coupled Sylvester matrix equations

0 references

Iterative solutions to matrix equations of the form \(A_{i}XB_{i}=F_{i}\)

0 references

Auxiliary model based recursive generalized least squares parameter estimation for Hammerstein OEAR systems

0 references

Performance bounds of forgetting factor least-squares algorithms for time-varying systems with finite measurement data

0 references

A finite-data-window least squares algorithm with a forgetting factor for dynamical modeling

0 references

The residual based interactive least squares algorithms and simulation studies

0 references

Q3799870

0 references

Performance analysis of multi-innovation gradient type identification methods

0 references

Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises

0 references

Parameter estimation for Hammerstein CARARMA systems based on the Newton iteration

0 references

Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems

0 references

Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems

0 references

Hierarchical multi-innovation stochastic gradient algorithm for Hammerstein nonlinear system modeling

0 references

Auxiliary model based multi-innovation algorithms for multivariable nonlinear systems

0 references

Multi-innovation extended stochastic gradient algorithm and its performance analysis

0 references

Parameter estimation with scarce measurements

0 references

Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model

0 references

Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems

0 references

Hierarchical Least Squares Identification for Linear SISO Systems With Dual-Rate Sampled-Data

0 references

Hierarchical least-squares based iterative identification for multivariable systems with moving average noises

0 references

Hierarchical gradient based iterative parameter estimation algorithm for multivariable output error moving average systems

0 references

Maximum likelihood least squares identification method for input nonlinear finite impulse response moving average systems

0 references

Maximum likelihood least squares identification for systems with autoregressive moving average noise

0 references

Maximum likelihood stochastic gradient estimation for Hammerstein systems with colored noise based on the key term separation technique

0 references

Bias compensation‐based parameter estimation for output error moving average systems

0 references

Least squares based and gradient based iterative identification for Wiener nonlinear systems

0 references

Identifiers

zbMATH Open document ID

1449.93245

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

10.1016/J.APM.2013.05.059

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1991294