Recursive maximum likelihood parameter estimation for state space systems using polynomial chaos theory

DOI10.1016/j.automatica.2011.08.014zbMath1227.62082MaRDI QIDQ646428

Benjamin L. Pence, Jeffrey L. Stein, Hosam K. Fathy

Publication date: 17 November 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2011.08.014

zbMATH Keywords

identification methods; linear/nonlinear models

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62F10: Point estimation

37D45: Strange attractors, chaotic dynamics of systems with hyperbolic behavior

Related Items

Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity, The filtering based maximum likelihood recursive least squares estimation for multiple-input single-output systems, Maximum likelihood Newton recursive and the Newton iterative estimation algorithms for Hammerstein CARAR systems, Parameter estimation for a multivariable state space system with \(d\)-step state-delay, Weighted parameter estimation for Hammerstein nonlinear ARX systems

Cites Work

• A generalized polynomial chaos based ensemble Kalman filter with high accuracy
• Stochastic spectral methods for efficient Bayesian solution of inverse problems
• Modeling multibody systems with uncertainties. I: Theoretical and computational aspects
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item