The maximum likelihood least squares based iterative estimation algorithm for bilinear systems with autoregressive moving average noise

DOI10.1016/j.jfranklin.2017.05.017zbMath1367.93628MaRDI QIDQ2011872

Ximei Liu, Feng Ding, Meihang Li

Publication date: 27 July 2017

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2017.05.017

zbMATH Keywords

parameter estimation; system modeling; bilinear system; maximum likelihood methods; least squares based iterative (LSI) algorithm

Mathematics Subject Classification ID

93C10: Nonlinear systems in control theory

93E10: Estimation and detection in stochastic control theory

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

Related Items

Generalized Nonlinear Stiffness Identification on Controlled Mechanical Vibrating Systems, 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, Endpoint regularity of discrete multisublinear fractional maximal operators associated with \(\ell^1\)-balls, Iterative identification algorithms for bilinear-in-parameter systems with autoregressive moving average noise, The data filtering based generalized stochastic gradient parameter estimation algorithms for multivariate output-error autoregressive systems using the auxiliary model, A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation, A relaxed gradient based algorithm for solving generalized coupled Sylvester matrix equations, Biased compensation recursive least squares-based threshold algorithm for time-delay rational models via redundant rule, Multi-step-length gradient iterative algorithm for equation-error type models, Particle swarm optimization iterative identification algorithm and gradient iterative identification algorithm for Wiener systems with colored noise, Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique, Combined state and parameter estimation for a bilinear state space system with moving average noise, Recursive parameter estimation algorithm for multivariate output-error systems, The hierarchical iterative identification algorithm for multi-input-output-error systems with autoregressive noise, Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems, Auxiliary model based recursive generalized least squares identification algorithm for multivariate output-error autoregressive systems using the decomposition technique, Gradient based approach for generalized discrete-time periodic coupled Sylvester matrix equations, Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory, Recursive and iterative least squares parameter estimation algorithms for multiple-input-output-error systems with autoregressive noise, \(\mathcal{L}_p\)-norm of the LMS algorithm for bilinear forms with \(\alpha\)-stable processes, Iterative parameter estimation for signal models based on measured data, The eigenvalues range of a class of matrices and some applications in Cauchy-Schwarz inequality and iterative methods

Cites Work

• Hierarchical parameter estimation for a class of MIMO Hammerstein systems based on the reframed models
• A proportional differential control method for a time-delay system using the Taylor expansion approximation
• Distributed receding horizon control of constrained nonlinear vehicle formations with guaranteed \(\gamma\)-gain stability
• Least squares based iterative identification for multivariable integrating and unstable processes in closed loop
• Maximum likelihood least squares identification method for active noise control systems with autoregressive moving average noise
• Linear approximation and identification of MIMO Wiener-Hammerstein systems
• Novel data filtering based parameter identification for multiple-input multiple-output systems using the auxiliary model
• A direct maximum likelihood optimization approach to identification of LPV time-delay systems
• Maximum likelihood least squares identification for systems with autoregressive moving average noise
• Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering
• Parameter estimation algorithms for Hammerstein output error systems using Levenberg-Marquardt optimization method with varying interval measurements
• Unified synchronization criteria for hybrid switching-impulsive dynamical networks
• Fixed point iteration in identifying bilinear models
• Parameter identification of a class of nonlinear systems based on the multi-innovation identification theory
• Improved least squares identification algorithm for multivariable Hammerstein systems
• Least-squares-based iterative and gradient-based iterative estimation algorithms for bilinear systems
• Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle
• Parameter estimation algorithms for multivariable Hammerstein CARMA systems
• The filtering based maximum likelihood recursive least squares estimation for multiple-input single-output systems
• Application of the Newton iteration algorithm to the parameter estimation for dynamical systems
• Continuous-time model predictive control of under-actuated spacecraft with bounded control torques
• Recursive least squares and multi-innovation gradient estimation algorithms for bilinear stochastic systems
• Recursive least squares and multi-innovation stochastic gradient parameter estimation methods for signal modeling
• The gradient-based iterative estimation algorithms for bilinear systems with autoregressive noise
• Maximum Likelihood Estimation of the Non-Parametric FRF for Pulse-Like Excitations
• Explicit Reference Governor for Constrained Nonlinear Systems
• New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations
• Robust recursive least-squares method with modified weights for bilinear system identification
• Recursive Maximum Likelihood Identification of Jump Markov Nonlinear Systems
• Recursive maximum likelihood identification method for a multivariable controlled autoregressive moving average system