Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise (Q6061284): Difference between revisions

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scientific article; zbMATH DE number 7757433

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English	Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise	scientific article; zbMATH DE number 7757433

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instance of

scholarly article

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title

Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise (English)

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International Journal of Robust and Nonlinear Control

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publication date

30 October 2023

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zbMATH Keywords

decomposition technique

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multi-innovation identification

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nonlinear time series

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parameter estimation

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1002/rnc.5206

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cites work

A Regularized Variable Projection Algorithm for Separable Nonlinear Least Squares Problems

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Non-linear time series models for non-linear random vibrations

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Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model

0 references

THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS

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Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

0 references

Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications

0 references

Subspace Identification of Individual Systems Operating in a Network (SI $^2$ON)

0 references

State and fault estimation of sandwich systems with hysteresis

0 references

Highly computationally efficient state filter based on the delta operator

0 references

Adaptive parameter estimation for a general dynamical system with unknown states

0 references

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

0 references

A recursive parameter estimation algorithm for modeling signals with multi-frequencies

0 references

Recursive parameter estimation methods and convergence analysis for a special class of nonlinear systems

0 references

Recursive identification of bilinear time-delay systems through the redundant rule

0 references

Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise

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Weighted parameter estimation for Hammerstein nonlinear ARX systems

0 references

Two-stage recursive least squares parameter estimation algorithm for output error models

0 references

Fitting the exponential autoregressive model through recursive search

0 references

Modeling a nonlinear process using the exponential autoregressive time series model

0 references

The quasi-boundary value method for identifying the initial value of the space-time fractional diffusion equation

0 references

Tikhonov regularization method for identifying the space-dependent source for time-fractional diffusion equation on a columnar symmetric domain

0 references

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

0 references

State space model identification of multirate processes with time-delay using the expectation maximization

0 references

Moving horizon estimation for multirate systems with time-varying time-delays

0 references

Parameter estimation for block‐oriented nonlinear systems using the key term separation

0 references

Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems

0 references

Decomposition‐based multiinnovation gradient identification algorithms for a special bilinear system based on its input‐output representation

0 references

The fractional Tikhonov regularization methods for identifying the initial value problem for a time-fractional diffusion equation

0 references

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

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ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS

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

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

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Fitting EXPAR models through the extended Kalman filter

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Identifiers

zbMATH Open document ID

1525.93466

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DOI

10.1002/rnc.5206

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6061284

@@ Property / cites work @@
+A Regularized Variable Projection Algorithm for Separable Nonlinear Least Squares Problems
+Normal rank
@@ Property / cites work @@
+Non-linear time series models for non-linear random vibrations
+Normal rank
@@ Property / cites work @@
+Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
+Normal rank
@@ Property / cites work @@
+THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications
+Normal rank
@@ Property / cites work @@
+Subspace Identification of Individual Systems Operating in a Network (SI $^2$ON)
+Normal rank
@@ Property / cites work @@
+State and fault estimation of sandwich systems with hysteresis
+Normal rank
@@ Property / cites work @@
+Highly computationally efficient state filter based on the delta operator
+Normal rank
@@ Property / cites work @@
+Adaptive parameter estimation for a general dynamical system with unknown states
+Normal rank
@@ Property / cites work @@
+Constrained Subspace Method for the Identification of Structured State-Space Models (COSMOS)
+Normal rank
@@ Property / cites work @@
+A recursive parameter estimation algorithm for modeling signals with multi-frequencies
+Normal rank
@@ Property / cites work @@
+Recursive parameter estimation methods and convergence analysis for a special class of nonlinear systems
+Normal rank
@@ Property / cites work @@
+Recursive identification of bilinear time-delay systems through the redundant rule
+Normal rank
@@ Property / cites work @@
+Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise
+Normal rank
@@ Property / cites work @@
+Weighted parameter estimation for Hammerstein nonlinear ARX systems
+Normal rank
@@ Property / cites work @@
+Two-stage recursive least squares parameter estimation algorithm for output error models
+Normal rank
@@ Property / cites work @@
+Fitting the exponential autoregressive model through recursive search
+Normal rank
@@ Property / cites work @@
+Modeling a nonlinear process using the exponential autoregressive time series model
+Normal rank
@@ Property / cites work @@
+The quasi-boundary value method for identifying the initial value of the space-time fractional diffusion equation
+Normal rank
@@ Property / cites work @@
+Tikhonov regularization method for identifying the space-dependent source for time-fractional diffusion equation on a columnar symmetric domain
+Normal rank
@@ Property / cites work @@
+Particle filtering based parameter estimation for systems with output-error type model structures
+Normal rank
@@ Property / cites work @@
+State space model identification of multirate processes with time-delay using the expectation maximization
+Normal rank
@@ Property / cites work @@
+Moving horizon estimation for multirate systems with time-varying time-delays
+Normal rank
@@ Property / cites work @@
+Parameter estimation for block‐oriented nonlinear systems using the key term separation
+Normal rank
@@ Property / cites work @@
+Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems
+Normal rank
@@ Property / cites work @@
+Decomposition‐based multiinnovation gradient identification algorithms for a special bilinear system based on its input‐output representation
+Normal rank
@@ Property / cites work @@
+The fractional Tikhonov regularization methods for identifying the initial value problem for a time-fractional diffusion equation
+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 @@
+Fitting EXPAR models through the extended Kalman filter
+Normal rank