Recursive least squares estimation algorithm applied to a class of linear-in-parameters output error moving average systems

DOI10.1016/j.aml.2013.10.011zbMath1311.93082OpenAlexW1998882039MaRDI QIDQ2345329

Tao Tang, Cheng Wang

Publication date: 19 May 2015

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2013.10.011

zbMATH Keywords

recursive identificationparameter estimationleast squaresnumerical algorithmdynamic systemlinear-in-parameters model

Mathematics Subject Classification ID

Point estimation (62F10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

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Uses Software

• System Identification Toolbox

Cites Work

• Hierarchical multi-innovation stochastic gradient algorithm for Hammerstein nonlinear system modeling
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• System identification of nonlinear state-space models
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• Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems
• 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
• The generalized QMRCGSTAB algorithm for solving Sylvester-transpose matrix equations
• Newton iterative identification for a class of output nonlinear systems with moving average noises
• Data filtering based recursive least squares algorithm for Hammerstein systems using the key-term separation principle
• Least-squares parameter estimation for systems with irregularly missing data
• Kalman filter-based identification for systems with randomly missing measurements in a network environment
• Identification of dual-rate systems based on finite impulse response models
• Recursive identification of hammerstein systems with discontinuous nonlinearities containing dead-zones
• Parameter estimation of dual-rate stochastic systems by using an output error method

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