Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique

DOI10.1155/2018/9598307zbMath1398.93348OpenAlexW2883369662WikidataQ129412177 ScholiaQ129412177MaRDI QIDQ1654319

Wenfang Ding, Feng Ding, Hao Ma, Jian Pan, Xiao Jiang

Publication date: 8 August 2018

Published in: Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/9598307

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Identification in stochastic control theory (93E12)

Related Items (23)

Kalman filtering based gradient estimation algorithms for observer canonical state-space systems with moving average noises ⋮ Particle filtering based parameter estimation for systems with output-error type model structures ⋮ Fitting the exponential autoregressive model through recursive search ⋮ Quasi gradient-based inversion-free iterative algorithm for solving a class of the nonlinear matrix equations ⋮ The innovation algorithms for multivariable state‐space models ⋮ State space model identification of multirate processes with time-delay using the expectation maximization ⋮ Gradient-based iterative identification method for multivariate equation-error autoregressive moving average systems using the decomposition technique ⋮ Hierarchical Newton iterative parameter estimation of a class of input nonlinear systems based on the key term separation principle ⋮ Moving horizon estimation for multirate systems with time-varying time-delays ⋮ The filtering based parameter identification for bilinear-in-parameter systems ⋮ Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems ⋮ Auxiliary model based recursive generalized least squares identification algorithm for multivariate output-error autoregressive systems using the decomposition technique ⋮ Modeling a nonlinear process using the exponential autoregressive time series model ⋮ Highly computationally efficient state filter based on the delta operator ⋮ On some parameter estimation algorithms for the nonlinear exponential autoregressive model ⋮ Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory ⋮ State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors ⋮ The filtering‐based maximum likelihood iterative estimation algorithms for a special class of nonlinear systems with autoregressive moving average noise using the hierarchical identification principle ⋮ Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise ⋮ Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses ⋮ Maximum likelihood-based recursive least-squares estimation for multivariable systems using the data filtering technique ⋮ Parameter estimation for a special class of nonlinear systems by using the over-parameterisation method and the linear filter ⋮ Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise

Cites Work

• A proportional differential control method for a time-delay system using the Taylor expansion approximation
• A novel parameter separation based identification algorithm for Hammerstein systems
• Hierarchical gradient parameter estimation algorithm for Hammerstein nonlinear systems using the key term separation principle
• Novel data filtering based parameter identification for multiple-input multiple-output systems using the auxiliary model
• Recursive parameter estimation algorithms and convergence for a class of nonlinear systems with colored noise
• Recursive least squares algorithm and gradient algorithm for Hammerstein-Wiener systems using the data filtering
• Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering
• Parameter estimation algorithms for Hammerstein output error systems using Levenberg-Marquardt optimization method with varying interval measurements
• Optimality of the threshold dividend strategy for the compound Poisson model
• Iterative identification algorithms for bilinear-in-parameter systems with autoregressive moving average noise
• The perturbed compound Poisson risk process with investment and debit interest
• The perturbed Sparre Andersen model with a threshold dividend strategy
• A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation
• Parameter identification of a class of nonlinear systems based on the multi-innovation identification theory
• An auxiliary model based least squares algorithm for a dual-rate state space system with time-delay using the data filtering
• Combined state and parameter estimation for a bilinear state space system with moving average noise
• Synchronization of uncertain chaotic systems via complete-adaptive-impulsive controls
• Least-squares-based iterative and gradient-based iterative estimation algorithms for bilinear systems
• Recursive parameter identification of the dynamical models for bilinear state space systems
• The hierarchical iterative identification algorithm for multi-input-output-error systems with autoregressive noise
• Regularity of discrete multisublinear fractional maximal functions
• Rough maximal singular integral and maximal operators supported by subvarieties on Triebel-Lizorkin spaces
• Exit problems for jump processes with applications to dividend problems
• Recursive and iterative least squares parameter estimation algorithms for multiple-input-output-error systems with autoregressive noise
• The maximum likelihood least squares based iterative estimation algorithm for bilinear systems with autoregressive moving average noise
• Optimal dividend problem with a terminal value for spectrally positive Lévy processes
• Newton iterative identification method for an input nonlinear finite impulse response system with moving average noise using the key variables separation technique
• Identification of nonlinear cascade systems with output hysteresis based on the key term separation principle
• The filtering based maximum likelihood recursive least squares estimation for multiple-input single-output systems
• Recursive maximum likelihood method for the identification of Hammerstein ARMAX system
• Model recovery for Hammerstein systems using the auxiliary model based orthogonal matching pursuit method
• A recursive identification algorithm for Wiener nonlinear systems with linear state-space subsystem
• Iterative parameter estimation for signal models based on measured data
• Some remarks on stability of stochastic singular systems with state-dependent noise
• Application of the Newton iteration algorithm to the parameter estimation for dynamical systems
• On the regularity of maximal operators supported by submanifolds
• Recursive least squares and multi-innovation stochastic gradient parameter estimation methods for signal modeling
• Multiperiodicity and exponential attractivity of neural networks with mixed delays
• Robust adaptive parameter estimation of sinusoidal signals
• The gradient-based iterative estimation algorithms for bilinear systems with autoregressive noise
• A recursive least squares parameter estimation algorithm for output nonlinear autoregressive systems using the input-output data filtering
• LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems
• Necessary/sufficient conditions for Pareto optimum in cooperative difference game
• Robust adaptive finite‐time parameter estimation and control for robotic systems
• Unbiased Minimum Variance Fault and State Estimation for Linear Discrete Time-Varying Two-Dimensional Systems
• Adaptive filtering‐based multi‐innovation gradient algorithm for input nonlinear systems with autoregressive noise
• Singular integrals related to homogeneous mappings in Triebel-Lizorkin spaces
• Continuity and approximate differentiability of multisublinear fractional maximal functions
• A NOTE ON MARCINKIEWICZ INTEGRALS ASSOCIATED TO SURFACES OF REVOLUTION
• Recursive maximum likelihood identification method for a multivariable controlled autoregressive moving average system
• A filtering based multi-innovation gradient estimation algorithm and performance analysis for nonlinear dynamical systems
• Decomposition-based recursive least squares identification methods for multivariate pseudo-linear systems using the multi-innovation
• On the Triebel-Lizorkin space boundedness of Marcinkiewicz integrals along compound surfaces
• Improving transient performance of adaptive control via a modified reference model and novel adaptation
• Robust adaptive estimation of nonlinear system with time‐varying parameters
• Nonexponential asymptotics for the solutions of renewal equations, with applications

This page was built for publication: Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique