Variational Bayesian approach for ARX systems with missing observations and varying time-delays

DOI10.1016/j.automatica.2018.04.003zbMath1401.93191OpenAlexW2802186695MaRDI QIDQ1797106

Biao Huang, Jing Chen, Feng Ding, Ya Gu

Publication date: 17 October 2018

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2018.04.003

zbMATH Keywords

parameter estimationmissing observationsKalman filtering methodvariational Bayesian approachvarying time-delay

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (25)

Bias correction-based recursive estimation for dual-rate output-error systems with sampling noise ⋮ Communication-reducing algorithm of distributed least mean square algorithm with neighbor-partial diffusion ⋮ Fractional-based stochastic gradient algorithms for time-delayed ARX models ⋮ Modified Kalman filtering based multi-step-length gradient iterative algorithm for ARX models with random missing outputs ⋮ Variational Bayesian identification for bilinear state space models with Markov‐switching time delays ⋮ The modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noise ⋮ Modified particle filtering‐based robust estimation for a networked control system corrupted by impulsive noise ⋮ Augmented flexible least squares algorithm for time‐varying parameter systems ⋮ Distributed online multi‐task sparse identification for multiple systems with asynchronous updates ⋮ Auxiliary variable-based identification algorithms for uncertain-input models ⋮ Topology identification of sparse network: a stochastic variational Bayesian approach ⋮ Either-or communication-based identification of FIR systems with binary-valued observations and channel uncertainty ⋮ Multi-innovation stochastic gradient parameter and state estimation algorithm for dual-rate state-space systems with \(d\)-step time delay ⋮ An interactive maximum likelihood estimation method for multivariable Hammerstein systems ⋮ Identification of switched FIR systems with random missing outputs: a variational Bayesian approach ⋮ System identification with binary-valued output observations under either-or communication and data packet dropout ⋮ Global convergence of the EM algorithm for ARX models with uncertain communication channels ⋮ Highly computationally efficient state filter based on the delta operator ⋮ System identification with binary-valued observations under both denial-of-service attacks and data tampering attacks: defense scheme and its optimality ⋮ System identification with binary-valued observations under both denial-of-service attacks and data tampering attacks: the optimality of attack strategy ⋮ Online identification of time‐delay jump Markov autoregressive exogenous systems with recursive expectation‐maximization algorithm ⋮ Stochastic average gradient algorithm for multirate FIR models with varying time delays using self‐organizing maps ⋮ Maximum likelihood based identification methods for rational models ⋮ Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems ⋮ Parameter tracking of time-varying Hammerstein-Wiener systems

Cites Work

• Several gradient parameter estimation algorithms for dual-rate sampled systems
• Weighted least squares based recursive parametric identification for the submodels of a PWARX system
• State estimation incorporating infrequent, delayed and integral measurements
• Recursive identification of FIR systems with binary-valued outputs and communication channels
• Modeling and identification of systems with backlash
• Wiener system identification with generalized orthonormal basis functions
• A continuous-time framework for least squares parameter estimation
• Kernel-based local order estimation of nonlinear nonparametric systems
• Recursive algorithms for parameter estimation with adaptive quantizer
• Variable selection in identification of a high dimensional nonlinear non-parametric system
• Self-tuning control of systems with infrequent and delayed output sampling
• On the Constrained Stochastic Gradient Algorithm: Model, Performance, and Improved Version
• Recursive maximum likelihood identification method for a multivariable controlled autoregressive moving average system
• Iterative estimation for a non-linear IIR filter with moving average noise by means of the data filtering technique

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