Improved least-squares identification for multiple-output non-linear stochastic systems
DOI10.1049/iet-cta.2019.0915zbMATH Open1544.93825MaRDI QIDQ6598862
Yongqing Yang, Feng Ding, Huafeng Xia, Yan Ji, Tasawar Hayat
Publication date: 5 September 2024
Published in: IET Control Theory \& Applications (Search for Journal in Brave)
computational complexitylinear systemsparameter estimationnonlinear systemsmaximum likelihood estimationnonlinear equationsstochastic systemsrecursive estimationhierarchical identification principleidentification problemsleast squares approximationsnonlinear partkey term separation techniquereduced computational complexityimproved least-squares identificationlinear partsmaximum likelihood-based estimation algorithmmodel decomposition techniquemultiple-output nonlinear equation-error moving average systemsmultiple-output nonlinear stochastic systemsrecursive extended least-squares estimation algorithm
Nonlinear systems in control theory (93C10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)
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