A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems
DOI10.1007/s11768-024-00219-5MaRDI QIDQ6631019
[[Person:6107865|Author name not available (Why is that?)]], Wen-Xiao Zhao
Publication date: 31 October 2024
Published in: Control Theory and Technology (Search for Journal in Brave)
parameter estimationstrong consistencysupport recoverystochastic gradient algorithmsparse identificationARX system
Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Discovering governing equations from data by sparse identification of nonlinear dynamical systems
- Kernel based approaches to local nonlinear non-parametric variable selection
- Identification and stochastic adaptive control
- Asymptotics for Lasso-type estimators.
- Sparse system identification for stochastic systems with general observation sequences
- Variable selection based on squared derivative averages
- Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
- On the concept of excitation in least squares identification and adaptive control†
- Optimal Adaptive Control and Consistent Parameter Estimates for ARMAX Model with Quadratic Cost
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Parametric Identification of Hammerstein Systems With Consistency Results Using Stochastic Inputs
- Sparse identification of nonlinear dynamics for model predictive control in the low-data limit
- Model Selection and Estimation in Regression with Grouped Variables
- Compressed sensing
This page was built for publication: A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6631019)
