Maximum likelihood gradient-based iterative estimation algorithm for a class of input nonlinear controlled autoregressive ARMA systems
From MaRDI portal
Publication:493928
DOI10.1007/s11071-014-1712-7zbMath1345.93148OpenAlexW2089420341MaRDI QIDQ493928
Feng Ding, Feiyan Chen, Junhong Li
Publication date: 7 September 2015
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11071-014-1712-7
Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items (6)
Biased compensation recursive least squares-based threshold algorithm for time-delay rational models via redundant rule ⋮ Modified multi-innovation stochastic gradient algorithm for Wiener-Hammerstein systems with backlash ⋮ Data filtering based maximum likelihood extended gradient method for multivariable systems with autoregressive moving average noise ⋮ Maximum likelihood based recursive parameter estimation for controlled autoregressive ARMA systems using the data filtering technique ⋮ Recursive least squares algorithm for nonlinear dual-rate systems using missing-output estimation model ⋮ The filtering based maximum likelihood recursive least squares estimation for multiple-input single-output systems
Cites Work
- A sufficient descent Dai-Yuan type nonlinear conjugate gradient method for unconstrained optimization problems
- Finite iterative algorithms for extended Sylvester-conjugate matrix equations
- Filtering a nonlinear stochastic volatility model
- Robust \(\mathcal H_\infty\) filtering for nonlinear stochastic systems with uncertainties and Markov delays
- An efficient hierarchical identification method for general dual-rate sampled-data systems
- Hierarchical estimation algorithms for multivariable systems using measurement information
- Robust mixed control of networked control systems with random time delays in both forward and backward communication links
- Iterative algorithms for solving a class of complex conjugate and transpose matrix equations
- Bias compensation methods for stochastic systems with colored noise
- Gradient based and least squares based iterative algorithms for matrix equations \(AXB + CX^{T}D = F\)
- Convergence of the iterative algorithm for a general Hammerstein system identification
- Unbiased identification of a class of multi-input single-output systems with correlated disturbances using bias compensation methods
- Finite iterative algorithms for the reflexive and anti-reflexive solutions of the matrix equation \(A_1X_1B_1+A_2X_2B_2=C\)
- Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods
- Iterative identification of Hammerstein systems
- Accuracy analysis of time domain maximum likelihood method and sample maximum likelihood method for errors-in-variables and output error identification
- The residual based interactive stochastic gradient algorithms for controlled moving average models
- Forecasting nonlinear time series with a hybrid methodology
- Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model
- An optimal two-stage identification algorithm for Hammerstein-Wiener nonlinear systems
- Parameter estimation for Hammerstein CARARMA systems based on the Newton iteration
- Maximum likelihood least squares identification method for input nonlinear finite impulse response moving average systems
- Combined state and least squares parameter estimation algorithms for dynamic systems
- Recursive least squares estimation algorithm applied to a class of linear-in-parameters output error moving average systems
- Several gradient-based iterative estimation algorithms for a class of nonlinear systems using the filtering technique
- Maximum likelihood stochastic gradient estimation for Hammerstein systems with colored noise based on the key term separation technique
- A novel APSO-aided maximum likelihood identification method for Hammerstein systems
- Least squares algorithm for an input nonlinear system with a dynamic subspace state space model
- Maximum likelihood Newton recursive and the Newton iterative estimation algorithms for Hammerstein CARAR systems
- Gradient-based iterative identification for nonuniform sampling output error systems
- Identification for Systems With Binary Subsystems
- Fault-tolerant control algorithm of the manned submarine with multi-thruster based on quantum-behaved particle swarm optimisation
- Kalman filter-based identification for systems with randomly missing measurements in a network environment
- Iterative algorithm for parameter identification of Hammerstein systems with two-segment nonlinearities
- State-feedback ℋ∞control for stochastic time-delay nonlinear systems with state and disturbance-dependent noise
- Recursive identification of hammerstein systems with discontinuous nonlinearities containing dead-zones
- H∞Control for Discrete-Time Markov Jump Systems With Uncertain Transition Probabilities
- Consistency of the extended gradient identification algorithm for multi-input multi-output systems with moving average noises
This page was built for publication: Maximum likelihood gradient-based iterative estimation algorithm for a class of input nonlinear controlled autoregressive ARMA systems
