Particle filtering-based recursive identification for controlled auto-regressive systems with quantised output (Q6598667)

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scientific article; zbMATH DE number 7907014
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Particle filtering-based recursive identification for controlled auto-regressive systems with quantised output
scientific article; zbMATH DE number 7907014

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    Particle filtering-based recursive identification for controlled auto-regressive systems with quantised output (English)
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    5 September 2024
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    stochastic processes
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    parameter estimation
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    least squares approximations
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    filtering theory
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    gradient methods
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    autoregressive processes
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    recursive estimation
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    probability
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    particle filtering (numerical methods)
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    auxiliary model principle
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    standard stochastic gradient algorithm
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    novel particle filtering technique
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    posterior probability density function
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    discrete random sampling points
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    linear output estimates
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    invalid particles
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    particle filtering technique-based algorithm
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    auxiliary model-based
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    particle filtering-based recursive identification
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    controlled auto-regressive systems
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    quantised output
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    recursive prediction error method
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    main tools
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    novel recursive identification algorithm
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