Pages that link to "Item:Q2181393"
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The following pages link to Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems (Q2181393):
Displaying 50 items.
- Parameter identification of ARX models based on modified momentum gradient descent algorithm (Q781781) (← links)
- Hierarchical gradient- and least squares-based iterative algorithms for input nonlinear output-error systems using the key term separation (Q2030993) (← links)
- Data filtering-based multi-innovation forgetting gradient algorithms for input nonlinear FIR-MA systems with piecewise-linear characteristics (Q2068227) (← links)
- \(\mathscr{H}_-\) index for Itô stochastic systems with Poisson jump (Q2068234) (← links)
- Parameter estimation for nonlinear Volterra systems by using the multi-innovation identification theory and tensor decomposition (Q2071236) (← links)
- Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise (Q2087500) (← links)
- Multi-innovation gradient estimation algorithms and convergence analysis for feedback nonlinear equation-error moving average systems (Q2096137) (← links)
- Fuzzy-weighted differential evolution computing paradigm for fractional order nonlinear Wiener systems (Q2113147) (← links)
- An finite iterative algorithm for sloving periodic Sylvester bimatrix equations (Q2205473) (← links)
- Two-stage gradient-based iterative algorithm for bilinear stochastic systems over the moving data window (Q2205494) (← links)
- Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data (Q2205498) (← links)
- System identification of Hammerstein models by using backward shift algorithm (Q2246467) (← links)
- Parameter estimation for a class of radial basis function-based nonlinear time-series models with moving average noises (Q2656862) (← links)
- Some stochastic gradient algorithms for Hammerstein systems with piecewise linearity (Q2697720) (← links)
- Decomposition strategy-based hierarchical least mean square algorithm for control systems from the impulse responses (Q5028635) (← links)
- Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory (Q5028671) (← links)
- Recursive least-squares algorithm for a characteristic model with coloured noise by means of the data filtering technique (Q5028709) (← links)
- Semirecursive nonparametric algorithms for Hammerstein systems with stochastic autocorrelated input (Q5865454) (← links)
- Auxiliary model-based iterative estimation algorithms for nonlinear systems using the covariance matrix adaptation strategy (Q6040445) (← links)
- Separable multi-innovation Newton iterative modeling algorithm for multi-frequency signals based on the sliding measurement window (Q6042570) (← links)
- Three‐stage least squares‐based iterative estimation algorithms for bilinear state‐space systems based on the bilinear state estimator (Q6049911) (← links)
- Multi‐innovation gradient parameter estimation for multivariable systems based on the maximum likelihood principle (Q6053671) (← links)
- Hierarchical maximum likelihood generalized extended stochastic gradient algorithms for bilinear‐in‐parameter systems (Q6053700) (← links)
- Accelerated identification algorithms for rational models based on the vector transformation (Q6053734) (← links)
- Filtering‐based multi‐innovation recursive identification methods for input nonlinear systems with piecewise‐linear nonlinearity based on the optimization criterion (Q6053746) (← links)
- Instrumental variable‐based multi‐innovation gradient estimation for nonlinear systems with scarce measurements (Q6054508) (← links)
- Decomposition‐based over‐parameterization forgetting factor stochastic gradient algorithm for Hammerstein‐Wiener nonlinear systems with non‐uniform sampling (Q6060476) (← links)
- Variational Bayesian identification for bilinear state space models with Markov‐switching time delays (Q6061263) (← links)
- Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise (Q6061284) (← links)
- Three‐stage forgetting factor stochastic gradient parameter estimation methods for a class of nonlinear systems (Q6061864) (← links)
- Bias compensated stochastic gradient algorithm for identification of an ARX‐type nonlinear rational model and its application in modeling of the dynamic of the cellular toxicity (Q6063741) (← links)
- Overall recursive least squares and overall stochastic gradient algorithms and their convergence for feedback nonlinear controlled autoregressive systems (Q6063758) (← links)
- Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity (Q6068317) (← links)
- Modeling nonlinear systems using the tensor network B‐spline and the multi‐innovation identification theory (Q6069269) (← links)
- Auxiliary model‐based recursive least squares algorithm for two‐input single‐output Hammerstein output‐error moving average systems by using the hierarchical identification principle (Q6069288) (← links)
- Multi‐innovation Newton recursive methods for solving the support vector machine regression problems (Q6071503) (← links)
- Identification of the nonlinear systems based on the kernel functions (Q6071550) (← links)
- Parameter identification of a nonlinear radial basis function‐based state‐dependent autoregressive network with autoregressive noise via the filtering technique and the multiinnovation theory (Q6082923) (← links)
- Auxiliary model multiinnovation stochastic gradient parameter estimation methods for nonlinear sandwich systems (Q6083767) (← links)
- Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique (Q6083768) (← links)
- Iterative parameter identification algorithms for the generalized time‐varying system with a measurable disturbance vector (Q6085140) (← links)
- Auxiliary model‐based iterative parameter estimation for a nonlinear output‐error system with saturation and dead‐zone nonlinearity (Q6089760) (← links)
- Convergence analysis of the modified adaptive extended Kalman filter for the parameter estimation of a brushless DC motor (Q6092358) (← links)
- An efficient recursive identification algorithm for multilinear systems based on tensor decomposition (Q6092365) (← links)
- The data filtering based multiple‐stage Levenberg–Marquardt algorithm for Hammerstein nonlinear systems (Q6092381) (← links)
- Least squares parameter estimation and multi-innovation least squares methods for linear fitting problems from noisy data (Q6099491) (← links)
- Separable synthesis gradient estimation methods and convergence analysis for multivariable systems (Q6099494) (← links)
- Distributed online multi‐task sparse identification for multiple systems with asynchronous updates (Q6117510) (← links)
- An efficient conjugate gradient based Cholesky CMA‐ES estimation algorithm for nonlinear systems (Q6117622) (← links)
- Iterative parameter identification algorithms for transformed dynamic rational fraction input-output systems (Q6133112) (← links)
