Identification of the nonlinear systems based on the kernel functions (Q6071550): Difference between revisions

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+Weighted parameter estimation for Hammerstein nonlinear ARX systems
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+The modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noise
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+Parameter estimation of Wiener systems based on the particle swarm iteration and gradient search principle
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+A recursive parameter estimation algorithm for modeling signals with multi-frequencies
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+Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses
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+Parameter estimation for block‐oriented nonlinear systems using the key term separation
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+Two‐stage auxiliary model gradient‐based iterative algorithm for the input nonlinear controlled autoregressive system with variable‐gain nonlinearity
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+Linear Time Distances Between Fuzzy Sets With Applications to Pattern Matching and Classification
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+Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise
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+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
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+Parameter identification of a class of nonlinear systems based on the multi-innovation identification theory
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+Highly computationally efficient state filter based on the delta operator
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+A new filter‐based stochastic gradient algorithm for dual‐rate ARX models
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+State space model identification of multirate processes with time-delay using the expectation maximization
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+Combined state and parameter estimation for a bilinear state space system with moving average noise
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+Modified Kalman filtering based multi-step-length gradient iterative algorithm for ARX models with random missing outputs
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+Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity
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+Three‐stage forgetting factor stochastic gradient parameter estimation methods for a class of nonlinear systems
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+Decomposition‐based multiinnovation gradient identification algorithms for a special bilinear system based on its input‐output representation
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+Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems
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+A numerical solution of a class of periodic coupled matrix equations
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+An finite iterative algorithm for sloving periodic Sylvester bimatrix equations
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+Spectrally negative Lévy risk model under Erlangized barrier strategy
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+An extension of Paulsen-Gjessing's risk model with stochastic return on investments
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+Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
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+On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments
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+The expected discounted penalty function under a renewal risk model with stochastic income
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+Adaptive parameter estimation for a general dynamical system with unknown states
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+Moving horizon estimation for multirate systems with time-varying time-delays
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+Recursive identification of bilinear time-delay systems through the redundant rule
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+Separable multi‐innovation stochastic gradient estimation algorithm for the nonlinear dynamic responses of systems
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+Auxiliary model multiinnovation stochastic gradient parameter estimation methods for nonlinear sandwich systems
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+State and fault estimation of sandwich systems with hysteresis
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+Fault detection of a sandwich system with dead-zone based on robust observer
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