Three-stage recursive least squares parameter estimation for controlled autoregressive autoregressive systems
From MaRDI portal
Publication:1789049
DOI10.1016/j.apm.2013.02.004zbMath1438.93223OpenAlexW2089834914MaRDI QIDQ1789049
Publication date: 9 October 2018
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2013.02.004
Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)
Related Items
Iterative estimation methods for Hammerstein controlled autoregressive moving average systems based on the key-term separation principle, A receding horizon \(D\)-optimization approach for model identification-oriented input design and application in combustion engines, Auxiliary model based recursive and iterative least squares algorithm for autoregressive output error autoregressive systems, Design of normalized fractional adaptive algorithms for parameter estimation of control autoregressive autoregressive systems
Uses Software
Cites Work
- Hierarchical multi-innovation stochastic gradient algorithm for Hammerstein nonlinear system modeling
- Maximum likelihood least squares identification for systems with autoregressive moving average noise
- Iterative parameter identification methods for nonlinear functions
- Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems
- Hierarchical gradient based iterative parameter estimation algorithm for multivariable output error moving average systems
- Bias compensation methods for stochastic systems with colored noise
- Hierarchical least-squares based iterative identification for multivariable systems with moving average noises
- Gradient based and least squares based iterative algorithms for matrix equations \(AXB + CX^{T}D = F\)
- Analysis of an iterative algorithm to solve the generalized coupled Sylvester matrix equations
- Parameter estimation with scarce measurements
- Parameter estimation for nonlinear dynamical adjustment models
- Combined parameter and output estimation of dual-rate systems using an auxiliary model
- Iterative solutions to matrix equations of the form \(A_{i}XB_{i}=F_{i}\)
- Performance analysis of multi-innovation gradient type identification methods
- An iterative method for solving the generalized coupled Sylvester matrix equations over generalized bisymmetric matrices
- Gradient based iterative solutions for general linear matrix equations
- The residual based interactive least squares algorithms and simulation studies
- Time series AR modeling with missing observations based on the polynomial transformation
- Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems
- Transformations between some special matrices
- Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems
- The residual based interactive stochastic gradient algorithms for controlled moving average models
- Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
- Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model
- Two-stage least squares based iterative estimation algorithm for CARARMA system modeling
- Hierarchical gradient-based identification of multivariable discrete-time systems
- Maximum likelihood least squares identification method for input nonlinear finite impulse response moving average systems
- Two-stage recursive least squares parameter estimation algorithm for output error models
- Maximum likelihood stochastic gradient estimation for Hammerstein systems with colored noise based on the key term separation technique
- Multistage least squares based iterative estimation for feedback nonlinear systems with moving average noises using the hierarchical identification principle
- Iterative solutions of the generalized Sylvester matrix equations by using the hierarchical identification principle
- Iterative least-squares solutions of coupled sylvester matrix equations
- Gradient-based iterative identification for nonuniform sampling output error systems
- Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models
- IDENTIFICATION OF HAMMERSTEIN OUTPUT-ERROR SYSTEMS WITH TWO-SEGMENT NONLINEARITIES: ALGORITHM AND APPLICATIONS1
- Least-squares parameter estimation for systems with irregularly missing data
- On Iterative Solutions of General Coupled Matrix Equations
- Kalman filter-based identification for systems with randomly missing measurements in a network environment
- Performance analysis of estimation algorithms of nonstationary ARMA processes
- Hierarchical identification of lifted state-space models for general dual-rate systems
- Identification of dual-rate systems based on finite impulse response models
- Performance analysis of the auxiliary model-based least-squares identification algorithm for one-step state-delay systems
- Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems
- Hierarchical least squares identification methods for multivariable systems
- Gradient based iterative algorithms for solving a class of matrix equations
- Parameter estimation of dual-rate stochastic systems by using an output error method
- Hierarchical Least Squares Identification for Linear SISO Systems With Dual-Rate Sampled-Data
