Maximum-likelihood parameter estimation of bilinear systems

DOI10.1109/TAC.2005.856664zbMath1365.93482MaRDI QIDQ5274181

Brett Ninness, Stuart Gibson, Adrian G. Wills

Publication date: 12 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Point estimation (62F10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (12)

Recursive least squares and multi-innovation gradient estimation algorithms for bilinear stochastic systems ⋮ Linear parameter-varying subspace identification: a unified framework ⋮ Least-squares-based iterative and gradient-based iterative estimation algorithms for bilinear systems ⋮ The gradient-based iterative estimation algorithms for bilinear systems with autoregressive noise ⋮ An efficient recursive identification algorithm for multilinear systems based on tensor decomposition ⋮ Filtering and identification of a state space model with linear and bilinear interactions between the states ⋮ System identification of nonlinear state-space models ⋮ Towards efficient maximum likelihood estimation of LPV-SS models ⋮ Nonlinear state-space system identification with robust laplace model ⋮ Particle filter with one-step randomly delayed measurements and unknown latency probability ⋮ 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 ⋮ Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise

Uses Software

• UNIT

This page was built for publication: Maximum-likelihood parameter estimation of bilinear systems