Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise (Q776148): Difference between revisions

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English	Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise	scientific article

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title

Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise (English)

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zbMATH Open document ID

1441.93312

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DOI

10.1016/j.jfranklin.2020.03.047

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Journal of the Franklin Institute

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publication date

30 June 2020

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Mathematics Subject Classification ID

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jfranklin.2020.03.047

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OpenAlex ID

W3017180977

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cites work

Particle filtering based parameter estimation for systems with output-error type model structures

0 references

Weighted parameter estimation for Hammerstein nonlinear ARX systems

0 references

New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering

0 references

On the equivalence of multivariate polynomial matrices

0 references

Recursive parameter estimation algorithm for multivariate output-error systems

0 references

The innovation algorithms for multivariable state‐space models

0 references

Maximum likelihood identification of stable linear dynamical systems

0 references

A direct maximum likelihood optimization approach to identification of LPV time-delay systems

0 references

Errors-in-variables identification using maximum likelihood estimation in the frequency domain

0 references

The filtering‐based maximum likelihood iterative estimation algorithms for a special class of nonlinear systems with autoregressive moving average noise using the hierarchical identification principle

0 references

Maximum-Likelihood Detection for MIMO Systems Based on Differential Metrics

0 references

Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model

0 references

Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering

0 references

Constrained Subspace Method for the Identification of Structured State-Space Models (COSMOS)

0 references

LMMSE Filtering in Feedback Systems With White Random Modes: Application to Tracking in Clutter

0 references

Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering

0 references

Filtering-based multistage recursive identification algorithm for an input nonlinear output-error autoregressive system by using the key term separation technique

0 references

Hierarchical parameter and state estimation for bilinear systems

0 references

State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors

0 references

The perturbed compound Poisson risk process with investment and debit interest

0 references

Optimality of the threshold dividend strategy for the compound Poisson model

0 references

Optimal dividend problem with a terminal value for spectrally positive Lévy processes

0 references

Exit problems for jump processes with applications to dividend problems

0 references

A potential-free field inverse Schrödinger problem: optimal error bound analysis and regularization method

0 references

An extension of Paulsen-Gjessing's risk model with stochastic return on investments

0 references

ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS

0 references

Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory

0 references

Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs

0 references

Bifurcations, ultimate boundedness and singular orbits in a unified hyperchaotic Lorenz-type system

0 references

Joint optimization of cooperative spectrum sensing and resource allocation in multi-channel cognitive radio sensor networks

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:776148

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jfranklin.2020.03.047
+Normal rank
@@ Property / OpenAlex ID @@
+W3017180977
@@ Property / OpenAlex ID: W3017180977 / rank @@
+Normal rank
@@ Property / cites work @@
+Particle filtering based parameter estimation for systems with output-error type model structures
+Normal rank
@@ Property / cites work @@
+Weighted parameter estimation for Hammerstein nonlinear ARX systems
+Normal rank
@@ Property / cites work @@
+New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering
+Normal rank
@@ Property / cites work @@
+On the equivalence of multivariate polynomial matrices
+Normal rank
@@ Property / cites work @@
+Recursive parameter estimation algorithm for multivariate output-error systems
+Normal rank
@@ Property / cites work @@
+The innovation algorithms for multivariable state‐space models
+Normal rank
@@ Property / cites work @@
+Maximum likelihood identification of stable linear dynamical systems
+Normal rank
@@ Property / cites work @@
+A direct maximum likelihood optimization approach to identification of LPV time-delay systems
+Normal rank
@@ Property / cites work @@
+Errors-in-variables identification using maximum likelihood estimation in the frequency domain
+Normal rank
@@ Property / cites work @@
+The filtering‐based maximum likelihood iterative estimation algorithms for a special class of nonlinear systems with autoregressive moving average noise using the hierarchical identification principle
+Normal rank
@@ Property / cites work @@
+Maximum-Likelihood Detection for MIMO Systems Based on Differential Metrics
+Normal rank
@@ Property / cites work @@
+Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model
+Normal rank
@@ Property / cites work @@
+Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering
+Normal rank
@@ Property / cites work @@
+Constrained Subspace Method for the Identification of Structured State-Space Models (COSMOS)
+Normal rank
@@ Property / cites work @@
+LMMSE Filtering in Feedback Systems With White Random Modes: Application to Tracking in Clutter
+Normal rank
@@ Property / cites work @@
+Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering
+Normal rank
@@ Property / cites work @@
+Filtering-based multistage recursive identification algorithm for an input nonlinear output-error autoregressive system by using the key term separation technique
+Normal rank
@@ Property / cites work @@
+Hierarchical parameter and state estimation for bilinear systems
+Normal rank
@@ Property / cites work @@
+State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors
+Normal rank
@@ Property / cites work @@
+The perturbed compound Poisson risk process with investment and debit interest
+Normal rank
@@ Property / cites work @@
+Optimality of the threshold dividend strategy for the compound Poisson model
+Normal rank
@@ Property / cites work @@
+Optimal dividend problem with a terminal value for spectrally positive Lévy processes
+Normal rank
@@ Property / cites work @@
+Exit problems for jump processes with applications to dividend problems
+Normal rank
@@ Property / cites work @@
+A potential-free field inverse Schrödinger problem: optimal error bound analysis and regularization method
+Normal rank
@@ Property / cites work @@
+An extension of Paulsen-Gjessing's risk model with stochastic return on investments
+Normal rank
@@ Property / cites work @@
+ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
+Normal rank
@@ Property / cites work @@
+Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory
+Normal rank
@@ Property / cites work @@
+Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Bifurcations, ultimate boundedness and singular orbits in a unified hyperchaotic Lorenz-type system
+Normal rank
@@ Property / cites work @@
+Joint optimization of cooperative spectrum sensing and resource allocation in multi-channel cognitive radio sensor networks
+Normal rank