Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise
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Publication:2087500
DOI10.1016/j.cam.2022.114794zbMath1503.93046OpenAlexW4293722677WikidataQ114201629 ScholiaQ114201629MaRDI QIDQ2087500
Publication date: 21 October 2022
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2022.114794
Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14) Identification in stochastic control theory (93E12)
Related Items (4)
Least squares parameter estimation and multi-innovation least squares methods for linear fitting problems from noisy data ⋮ Iterative parameter identification algorithms for transformed dynamic rational fraction input-output systems ⋮ 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
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