Highly computationally efficient state filter based on the delta operator

DOI10.1002/ACS.2995zbMath1425.93290OpenAlexW2941741524WikidataQ127969046 ScholiaQ127969046MaRDI QIDQ5240975

Erfu Yang, Feng Ding, Xiao Zhang, Ling Xu

Publication date: 29 October 2019

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/72083/

zbMATH Keywords

state estimationKalman filteringtime-delay systemdelta operator

Mathematics Subject Classification ID

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

Related Items (62)

Model recovery for multi-input signal-output nonlinear systems based on the compressed sensing recovery theory ⋮ Auxiliary model-based iterative estimation algorithms for nonlinear systems using the covariance matrix adaptation strategy ⋮ Separable multi-innovation Newton iterative modeling algorithm for multi-frequency signals based on the sliding measurement window ⋮ Multi‐innovation gradient parameter estimation for multivariable systems based on the maximum likelihood principle ⋮ Hierarchical maximum likelihood generalized extended stochastic gradient algorithms for bilinear‐in‐parameter systems ⋮ Filtering‐based multi‐innovation recursive identification methods for input nonlinear systems with piecewise‐linear nonlinearity based on the optimization criterion ⋮ Decomposition‐based over‐parameterization forgetting factor stochastic gradient algorithm for Hammerstein‐Wiener nonlinear systems with non‐uniform sampling ⋮ Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise ⋮ Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity ⋮ Modeling nonlinear systems using the tensor network B‐spline and the multi‐innovation identification theory ⋮ Auxiliary model‐based recursive least squares algorithm for two‐input single‐output Hammerstein output‐error moving average systems by using the hierarchical identification principle ⋮ Multi‐innovation Newton recursive methods for solving the support vector machine regression problems ⋮ Identification of the nonlinear systems based on the kernel functions ⋮ Multierror stochastic gradient algorithm for identification of a Hammerstein system with random noise and its application in the modeling of a continuous stirring tank reactor ⋮ Identification of an ARX model with impulse noise using a variable step size information gradient algorithm based on the kurtosis and minimum Renyi error entropy ⋮ Modified particle filtering‐based robust estimation for a networked control system corrupted by impulsive noise ⋮ Iterative parameter identification algorithms for the generalized time‐varying system with a measurable disturbance vector ⋮ A novel dynamic nonlinear partial least squares based on the cascade structure ⋮ Generalized continuous mixed p‐norm based sliding window algorithm for a bilinear system with impulsive noise ⋮ Convergence analysis of the modified adaptive extended Kalman filter for the parameter estimation of a brushless DC motor ⋮ An efficient recursive identification algorithm for multilinear systems based on tensor decomposition ⋮ The data filtering based multiple‐stage Levenberg–Marquardt algorithm for Hammerstein nonlinear systems ⋮ Separable synthesis gradient estimation methods and convergence analysis for multivariable systems ⋮ Time-delay Hammerstein system identification using modified cross-correlation method and variable stacking length multi-error algorithm ⋮ Model transformation based distributed stochastic gradient algorithm for multivariate output-error systems ⋮ Maximum likelihood interval-varying recursive least squares identification for output-error autoregressive systems with scarce measurements ⋮ Filtering-based gradient joint identification algorithms for nonlinear fractional-order models with colored noises ⋮ Highly‐computational hierarchical iterative identification methods for multiple‐input multiple‐output systems by using the auxiliary models ⋮ Parameter and order estimation algorithms and convergence analysis for lithium‐ion batteries ⋮ Multi-innovation stochastic gradient parameter and state estimation algorithm for dual-rate state-space systems with \(d\)-step time delay ⋮ An finite iterative algorithm for sloving periodic Sylvester bimatrix equations ⋮ Weighted parameter estimation for Hammerstein nonlinear ARX systems ⋮ Some stochastic gradient algorithms for Hammerstein systems with piecewise linearity ⋮ The innovation algorithms for multivariable state‐space models ⋮ Observer design for estimation of nonobservable states in buildings ⋮ Iterative parameter and order identification for fractional-order nonlinear finite impulse response systems using the key term separation ⋮ Recursive least squares estimation methods for a class of nonlinear systems based on non-uniform sampling ⋮ Finite-time adaptive control for nonlinear systems with uncertain parameters based on the command filters ⋮ Filtering-based recursive least squares estimation approaches for multivariate equation-error systems by using the multiinnovation theory ⋮ Gradient-based recursive parameter estimation for a periodically nonuniformly sampled-data Hammerstein-Wiener system based on the key-term separation ⋮ Iterative identification methods for a class of bilinear systems by using the particle filtering technique ⋮ Hierarchical recursive least squares algorithms for Hammerstein nonlinear autoregressive output-error systems ⋮ Identification of Wiener systems based on the variable forgetting factor multierror stochastic gradient and the key term separation ⋮ Identification and U-control of a state-space system with time-delay ⋮ Auxiliary model-based multi-innovation recursive identification algorithms for an input nonlinear controlled autoregressive moving average system with variable-gain nonlinearity ⋮ Hierarchical gradient- and least squares-based iterative algorithms for input nonlinear output-error systems using the key term separation ⋮ Distributed identification based partially-coupled recursive generalized extended least squares algorithm for multivariate input-output-error systems with colored noises from observation data ⋮ Cauchy kernel correntropy-based robust multi-innovation identification method for the nonlinear exponential autoregressive model in non-Gaussian environment ⋮ Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique ⋮ Recursive search-based identification algorithms for the exponential autoregressive time series model with coloured noise ⋮ Auxiliary model maximum likelihood gradient-based iterative identification for feedback nonlinear systems ⋮ Sliding window iterative identification for nonlinear closed-loop systems based on the maximum likelihood principle ⋮ Data filtering-based multi-innovation forgetting gradient algorithms for input nonlinear FIR-MA systems with piecewise-linear characteristics ⋮ Parameter estimation for nonlinear Volterra systems by using the multi-innovation identification theory and tensor decomposition ⋮ Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise ⋮ Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise ⋮ Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise ⋮ Two-stage multi-innovation stochastic gradient algorithm for multivariate output-error ARMA systems based on the auxiliary model ⋮ Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems ⋮ Hierarchical parameter and state estimation for bilinear systems ⋮ Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises ⋮ Recursive least-squares algorithm for a characteristic model with coloured noise by means of the data filtering technique

Cites Work

• Unnamed Item
• A proportional differential control method for a time-delay system using the Taylor expansion approximation
• System identification of nonlinear state-space models
• Note on stability of linear systems with time-varying delay
• Optimality of the threshold dividend strategy for the compound Poisson model
• The perturbed compound Poisson risk process with investment and debit interest
• Unified synchronization criteria for hybrid switching-impulsive dynamical networks
• Structure identification of uncertain general complex dynamical networks with time delay
• Biased compensation recursive least squares-based threshold algorithm for time-delay rational models via redundant rule
• 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 identification of the dynamical models for bilinear state space systems
• The hierarchical iterative identification algorithm for multi-input-output-error systems with autoregressive noise
• Gradient-based iterative identification method for multivariate equation-error autoregressive moving average systems using the decomposition technique
• Moving horizon estimation for multirate systems with time-varying time-delays
• Variational Bayesian approach for ARX systems with missing observations and varying time-delays
• Exit problems for jump processes with applications to dividend problems
• Piecewise reproducing kernel method for linear impulsive delay differential equations with piecewise constant arguments
• Optimal dividend problem with a terminal value for spectrally positive Lévy processes
• Modeling a nonlinear process using the exponential autoregressive time series model
• Iterative parameter estimation for signal models based on measured data
• Application of the Newton iteration algorithm to the parameter estimation for dynamical systems
• Recursive least squares and multi-innovation stochastic gradient parameter estimation methods for signal modeling
• Multiperiodicity and exponential attractivity of neural networks with mixed delays
• A flexible state-space model for learning nonlinear dynamical systems
• Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint
• Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series
• Kalman filter‐based adaptive control for networked systems with unknown parameters and randomly missing outputs
• A new filter‐based stochastic gradient algorithm for dual‐rate ARX models
• A Regularized Variable Projection Algorithm for Separable Nonlinear Least Squares Problems
• A filtering based multi-innovation gradient estimation algorithm and performance analysis for nonlinear dynamical systems
• Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses
• ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
• Nonexponential asymptotics for the solutions of renewal equations, with applications

This page was built for publication: Highly computationally efficient state filter based on the delta operator