Maximum likelihood least squares‐based iterative methods for output‐error bilinear‐parameter models with colored noises
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Publication:6078915
DOI10.1002/rnc.5081zbMath1525.93435OpenAlexW3047390615MaRDI QIDQ6078915
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Publication date: 25 October 2023
Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/rnc.5081
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 (13)
Three‐stage least squares‐based iterative estimation algorithms for bilinear state‐space systems based on the bilinear state estimator ⋮ Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity ⋮ Data filtering‐based parameter estimation algorithms for a class of nonlinear systems with colored noises ⋮ Auxiliary model multiinnovation stochastic gradient parameter estimation methods for nonlinear sandwich systems ⋮ Augmented flexible least squares algorithm for time‐varying parameter systems ⋮ Auxiliary model‐based iterative parameter estimation for a nonlinear output‐error system with saturation and dead‐zone nonlinearity ⋮ Maximum likelihood gradient‐based iterative estimation for closed‐loop Hammerstein nonlinear systems ⋮ Recursive identification of errors-in-variables systems based on the correlation analysis ⋮ Parameter estimation for a controlled autoregressive autoregressive moving average system based on a recursive framework ⋮ Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems ⋮ Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises ⋮ Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory ⋮ Recursive least-squares algorithm for a characteristic model with coloured noise by means of the data filtering technique
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