Combined state and least squares parameter estimation algorithms for dynamic systems

DOI10.1016/j.apm.2013.06.007zbMath1449.93254MaRDI QIDQ1991337

Feng Ding

Publication date: 30 October 2018

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2013.06.007

zbMATH Keywords

recursive identification; parameter estimation; least squares; state space model; numerical algorithm; dynamic system

Mathematics Subject Classification ID

93E10: Estimation and detection in stochastic control theory

93E24: Least squares and related methods for stochastic control systems

93E12: Identification in stochastic control theory

Related Items

Orthogonal least squares fitting with cylinders, A proportional differential control method for a time-delay system using the Taylor expansion approximation, Least squares based iterative identification for multivariable integrating and unstable processes in closed loop, Iterative algorithms for \(X+A^{\mathrm T}X^{-1}A=I\) by using the hierarchical identification principle, A multi-innovation generalized extended stochastic gradient algorithm for output nonlinear autoregressive moving average systems, Hierarchical gradient parameter estimation algorithm for Hammerstein nonlinear systems using the key term separation principle, Joint estimation of states and parameters for an input nonlinear state-space system with colored noise using the filtering technique, Identification methods for two-variable difference systems, Combined parameter and state estimation algorithms for multivariable nonlinear systems using MIMO Wiener models, A property of the eigenvalues of the symmetric positive definite matrix and the iterative algorithm for coupled Sylvester matrix equations, Iterative and algebraic algorithms for the computation of the steady state Kalman filter gain, A state-space description for perfect-reconstruction wavelet FIR filter banks with special orthonormal basis functions, Maximum likelihood gradient-based iterative estimation algorithm for a class of input nonlinear controlled autoregressive ARMA systems, Multi-innovation stochastic gradient identification for Hammerstein controlled autoregressive autoregressive systems based on the filtering technique, Decomposition-based least squares parameter estimation algorithm for input nonlinear systems using the key term separation technique, New criteria for the robust impulsive synchronization of uncertain chaotic delayed nonlinear systems, Parameter identification methods for an additive nonlinear system, A novel weight function-based robust iterative learning identification method for discrete Box-Jenkins models with Student's \(t\)-distribution noises, Decomposition-based recursive least squares algorithm for Wiener nonlinear feedback FIR-MA systems using the filtering theory, Hierarchical least squares identification for Hammerstein nonlinear controlled autoregressive systems, Unified synchronization criteria for hybrid switching-impulsive dynamical networks, Gradient-based parameter identification algorithms for observer canonical state space systems using state estimates, EM algorithm-based identification of a class of nonlinear Wiener systems with missing output data, Orthotopic-filtering-based fault diagnosis algorithms for nonlinear systems with slowly varying faults, Parameter identification of ARX models based on modified momentum gradient descent algorithm, Novel parameter estimation of autoregressive signals in the presence of noise, A filtering based recursive least squares estimation algorithm for pseudo-linear auto-regressive systems, Performance analysis of the recursive parameter estimation algorithms for multivariable Box-Jenkins systems, Parameter estimation for an input nonlinear state space system with time delay, Decomposition based least squares iterative estimation algorithm for two-input single-output output error systems, Stochastic gradient algorithm for multi-input multi-output Hammerstein FIR-MA-like systems using the data filtering, Parameter identification of a class of nonlinear systems based on the multi-innovation identification theory, Recursive least squares identification of hybrid Box-Jenkins model structure in open-loop and closed-loop, The bias compensation based parameter and state estimation for observability canonical state-space models with colored noise, Filtering based recursive least squares algorithm for multi-input multioutput Hammerstein models, Two identification methods for dual-rate sampled-data nonlinear output-error systems, Least squares based iterative algorithm for the coupled Sylvester matrix equations, Iterative solutions of a set of matrix equations by using the hierarchical identification principle, Moving horizon estimation for multirate systems with time-varying time-delays, Observer design for estimation of nonobservable states in buildings, Data filtering based least squares iterative algorithm for parameter identification of output error autoregressive systems, Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems, Parametric solutions to generalized periodic Sylvester bimatrix equations, Multi-innovation stochastic gradient parameter and state estimation algorithm for dual-rate state-space systems with \(d\)-step time delay, Newton iterative identification method for an input nonlinear finite impulse response system with moving average noise using the key variables separation technique, Recursive least squares parameter estimation algorithm for dual-rate sampled-data nonlinear systems, Recursive and iterative least squares parameter estimation algorithms for observability canonical state space systems, A recursive parametric estimation algorithm of multivariable nonlinear systems described by Hammerstein mathematical models, Identification of nonlinear cascade systems with output hysteresis based on the key term separation principle, Auxiliary model method for transfer function estimation from noisy input and output data, A recursive identification algorithm for Wiener nonlinear systems with linear state-space subsystem, LSMR iterative method for general coupled matrix equations, Transforms from differential equations to difference equations and vice-versa applied to computer control systems, Several gradient-based iterative estimation algorithms for a class of nonlinear systems using the filtering technique, A finite iterative algorithm for Hermitian reflexive and skew-Hermitian solution groups of the general coupled linear matrix equations, Application of the Newton iteration algorithm to the parameter estimation for dynamical systems, Hierarchical recursive least squares algorithm for Hammerstein systems using the filtering method, Gradient-based iterative identification for Wiener nonlinear systems with non-uniform sampling, Least squares based iterative identification algorithms for input nonlinear controlled autoregressive systems based on the auxiliary model, Parameter Identification of Chaotic Systems by a Novel Dual Particle Swarm Optimization, Simultaneous state estimation and parameter identification in linear fractional order systems using coloured measurement noise

Cites Work

• Hierarchical multi-innovation stochastic gradient algorithm for Hammerstein nonlinear system modeling
• Maximum likelihood least squares identification for systems with autoregressive moving average noise
• Iterative parameter identification methods for nonlinear functions
• Robust mixed control of networked control systems with random time delays in both forward and backward communication links
• Least squares based and gradient based iterative identification for Wiener nonlinear systems
• Hierarchical gradient based iterative parameter estimation algorithm for multivariable output error moving average systems
• Bias compensation methods for stochastic systems with colored noise
• Hierarchical least-squares based iterative identification for multivariable systems with moving average noises
• Gradient-based iterative parameter estimation for Box-Jenkins systems
• Two algorithms for finding the Hermitian reflexive and skew-Hermitian solutions of Sylvester matrix equations
• Unbiased identification of a class of multi-input single-output systems with correlated disturbances using bias compensation methods
• Analysis of an iterative algorithm to solve the generalized coupled Sylvester matrix equations
• Parameter estimation with scarce measurements
• Performance analysis of multi-innovation gradient type identification methods
• The residual based interactive least squares algorithms and simulation studies
• Time series AR modeling with missing observations based on the polynomial transformation
• Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems
• Self-tuning control based on multi-innovation stochastic gradient parameter estimation
• Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems
• Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
• Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model
• Two-stage least squares based iterative estimation algorithm for CARARMA system modeling
• Parameter estimation for Hammerstein CARARMA systems based on the Newton iteration
• Maximum likelihood least squares identification method for input nonlinear finite impulse response moving average systems
• A least squares identification algorithm for a state space model with multi-state delays
• Maximum likelihood stochastic gradient estimation for Hammerstein systems with colored noise based on the key term separation technique
• Parameter estimation for a multivariable state space system with \(d\)-step state-delay
• Least-squares parameter estimation for systems with irregularly missing data
• Kalman filter-based identification for systems with randomly missing measurements in a network environment
• Performance analysis of estimation algorithms of nonstationary ARMA processes
• Hierarchical identification of lifted state-space models for general dual-rate systems
• Performance analysis of the auxiliary model-based least-squares identification algorithm for one-step state-delay systems
• Bias compensation‐based parameter estimation for output error moving average systems
• Output Feedback Stabilization of Networked Control Systems With Random Delays Modeled by Markov Chains
• Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems
• Hierarchical Least Squares Identification for Linear SISO Systems With Dual-Rate Sampled-Data