PARAMETER ESTIMATION OF NONLINEAR OUTPUT ERROR SYSTEM UNDER VARIATIONAL BAYESIAN METHOD BASED ON PROBABILISTIC GRAPHICAL MODEL

DOI10.1142/S0218348X22400758zbMath1485.93565OpenAlexW3202262323MaRDI QIDQ5070783

Yiping du, Iyad Katib

Publication date: 14 April 2022

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x22400758

zbMATH Keywords

parameter estimationnonlinear systemsvariational Bayesianprobabilistic graphical model

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Combined state and parameter estimation for a bilinear state space system with moving average noise
• Recursive parameter estimation algorithm for multivariate output-error systems
• Iterative parameter estimation for signal models based on measured data
• Particle filtering based parameter estimation for systems with output-error type model structures
• On the method of inverse mapping for solutions of coupled systems of nonlinear differential equations arising in nanofluid flow, heat and mass transfer
• Numerical investigation on global dynamics for nonlinear stochastic heat conduction via global random attractors theory
• Solution of two point boundary value problems, a numerical approach: parametric difference method
• Weighted parameter estimation for Hammerstein nonlinear ARX systems
• Sparse Bayesian Nonlinear System Identification Using Variational Inference
• Parameter estimation of Markov‐switching Hammerstein systems using the variational Bayesian approach

This page was built for publication: PARAMETER ESTIMATION OF NONLINEAR OUTPUT ERROR SYSTEM UNDER VARIATIONAL BAYESIAN METHOD BASED ON PROBABILISTIC GRAPHICAL MODEL