Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle (Q2228963): Difference between revisions

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English	Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle	scientific article

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scholarly article

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title

Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle (English)

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Mathematics and Computers in Simulation

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publication date

19 February 2021

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zbMATH Keywords

system identification

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maximum likelihood

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multi-innovation

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recursive estimation

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data filtering

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.matcom.2016.06.006

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cites work

Maximum likelihood estimation and uniform inference with sporadic identification failure

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Maximum-Likelihood Estimation of the Discrete Coefficient of Determination in Stochastic Boolean Systems

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The filtering based maximum likelihood recursive least squares estimation for multiple-input single-output systems

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Maximum likelihood based recursive parameter estimation for controlled autoregressive ARMA systems using the data filtering technique

0 references

Recursive least squares parameter estimation for a class of output nonlinear systems based on the model decomposition

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Estimation of parameters of the Makeham distribution using the least squares method

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Q3799870

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Parameter estimation for Hammerstein CARARMA systems based on the Newton iteration

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Maximum likelihood stochastic gradient estimation for Hammerstein systems with colored noise based on the key term separation technique

0 references

Robust \(\mathcal H_\infty\) filtering for nonlinear stochastic systems with uncertainties and Markov delays

0 references

Semi-blind maximum-likelihood joint channel/data estimation for correlated channels in multiuser MIMO networks

0 references

Kalman filter-based identification for systems with randomly missing measurements in a network environment

0 references

Accuracy analysis of time domain maximum likelihood method and sample maximum likelihood method for errors-in-variables and output error identification

0 references

A novel APSO-aided maximum likelihood identification method for Hammerstein systems

0 references

Modeling the dynamic sandwich system with hysteresis using NARMAX model

0 references

Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets

0 references

Blind Maximum-Likelihood Identification of Wiener Systems

0 references

Hierarchical parameter estimation for a class of MIMO Hammerstein systems based on the reframed models

0 references

Novel data filtering based parameter identification for multiple-input multiple-output systems using the auxiliary model

0 references

Parameter estimation algorithms for multivariable Hammerstein CARMA systems

0 references

Improved least squares identification algorithm for multivariable Hammerstein systems

0 references

Parameter estimation for nonlinear dynamical adjustment models

0 references

A proportional differential control method for a time-delay system using the Taylor expansion approximation

0 references

Application of the Newton iteration algorithm to the parameter estimation for dynamical systems

0 references

Unbiased identification of a class of multi-input single-output systems with correlated disturbances using bias compensation methods

0 references

Bias compensation methods for stochastic systems with colored noise

0 references

Minimum variance unbiased FIR filter for discrete time-variant systems

0 references

Fast Kalman-Like Optimal Unbiased FIR Filtering With Applications

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Identifiers

Mathematics Subject Classification ID

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10.1016/J.MATCOM.2016.06.006

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Sitelinks

Mathematics(1 entry)

mardi Publication:2228963

@@ Property / DOI @@
-.1016/j.matcom.2016.06.006
@@ Property / DOI: 10.1016/j.matcom.2016.06.006 / rank @@
-Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation and uniform inference with sporadic identification failure
+Normal rank
@@ Property / cites work @@
+Maximum-Likelihood Estimation of the Discrete Coefficient of Determination in Stochastic Boolean Systems
+Normal rank
@@ Property / cites work @@
+The filtering based maximum likelihood recursive least squares estimation for multiple-input single-output systems
+Normal rank
@@ Property / cites work @@
+Maximum likelihood based recursive parameter estimation for controlled autoregressive ARMA systems using the data filtering technique
+Normal rank
@@ Property / cites work @@
+Recursive least squares parameter estimation for a class of output nonlinear systems based on the model decomposition
+Normal rank
@@ Property / cites work @@
+Estimation of parameters of the Makeham distribution using the least squares method
+Normal rank
@@ Property / cites work @@
+Q3799870
@@ Property / cites work: Q3799870 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation for Hammerstein CARARMA systems based on the Newton iteration
+Normal rank
@@ Property / cites work @@
+Maximum likelihood stochastic gradient estimation for Hammerstein systems with colored noise based on the key term separation technique
+Normal rank
@@ Property / cites work @@
+Robust \(\mathcal H_\infty\) filtering for nonlinear stochastic systems with uncertainties and Markov delays
+Normal rank
@@ Property / cites work @@
+Semi-blind maximum-likelihood joint channel/data estimation for correlated channels in multiuser MIMO networks
+Normal rank
@@ Property / cites work @@
+Kalman filter-based identification for systems with randomly missing measurements in a network environment
+Normal rank
@@ Property / cites work @@
+Accuracy analysis of time domain maximum likelihood method and sample maximum likelihood method for errors-in-variables and output error identification
+Normal rank
@@ Property / cites work @@
+A novel APSO-aided maximum likelihood identification method for Hammerstein systems
+Normal rank
@@ Property / cites work @@
+Modeling the dynamic sandwich system with hysteresis using NARMAX model
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets
+Normal rank
@@ Property / cites work @@
+Blind Maximum-Likelihood Identification of Wiener Systems
+Normal rank
@@ Property / cites work @@
+Hierarchical parameter estimation for a class of MIMO Hammerstein systems based on the reframed models
+Normal rank
@@ Property / cites work @@
+Novel data filtering based parameter identification for multiple-input multiple-output systems using the auxiliary model
+Normal rank
@@ Property / cites work @@
+Parameter estimation algorithms for multivariable Hammerstein CARMA systems
+Normal rank
@@ Property / cites work @@
+Improved least squares identification algorithm for multivariable Hammerstein systems
+Normal rank
@@ Property / cites work @@
+Parameter estimation for nonlinear dynamical adjustment models
+Normal rank
@@ Property / cites work @@
+A proportional differential control method for a time-delay system using the Taylor expansion approximation
+Normal rank
@@ Property / cites work @@
+Application of the Newton iteration algorithm to the parameter estimation for dynamical systems
+Normal rank
@@ Property / cites work @@
+Unbiased identification of a class of multi-input single-output systems with correlated disturbances using bias compensation methods
+Normal rank
@@ Property / cites work @@
+Bias compensation methods for stochastic systems with colored noise
+Normal rank
@@ Property / cites work @@
+Minimum variance unbiased FIR filter for discrete time-variant systems
+Normal rank
@@ Property / cites work @@
+Fast Kalman-Like Optimal Unbiased FIR Filtering With Applications
+Normal rank
@@ Property / DOI @@
+.1016/J.MATCOM.2016.06.006
@@ Property / DOI: 10.1016/J.MATCOM.2016.06.006 / rank @@
+Normal rank