Pages that link to "Item:Q318520"

The following pages link to Recursive least squares parameter estimation for a class of output nonlinear systems based on the model decomposition (Q318520):

Displaying 46 items.

• Hierarchical parameter estimation for a class of MIMO Hammerstein systems based on the reframed models (Q253892) (← links)
• The recursive least squares identification algorithm for a class of Wiener nonlinear systems (Q285760) (← links)
• A novel parameter separation based identification algorithm for Hammerstein systems (Q289245) (← links)
• Bias compensation based partially coupled recursive least squares identification algorithm with forgetting factors for MIMO systems: application to PMSMs (Q308271) (← links)
• Recursive parameter estimation algorithms and convergence for a class of nonlinear systems with colored noise (Q318193) (← links)
• Least squares identification for Hammerstein multi-input multi-output systems based on the key-term separation technique (Q318219) (← links)
• Least squares-based iterative identification methods for linear-in-parameters systems using the decomposition technique (Q318565) (← links)
• Data filtering based forgetting factor stochastic gradient algorithm for Hammerstein systems with saturation and preload nonlinearities (Q325722) (← links)
• Hierarchical least squares algorithms for nonlinear feedback system modeling (Q328119) (← links)
• Design of self-tuning regulator for large-scale interconnected Hammerstein systems (Q328265) (← links)
• Recursive least squares algorithm and gradient algorithm for Hammerstein-Wiener systems using the data filtering (Q332822) (← links)
• Gradient-based iterative identification methods for multivariate pseudo-linear moving average systems using the data filtering (Q333157) (← links)
• Hierarchical multi-innovation extended stochastic gradient algorithms for input nonlinear multivariable OEMA systems by the key-term separation principle (Q341679) (← links)
• Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering (Q508335) (← links)
• Bias compensation principle based recursive least squares identification method for Hammerstein nonlinear systems (Q508338) (← links)
• Filtering based parameter estimation for observer canonical state space systems with colored noise (Q509526) (← links)
• A generalized recursive identification algorithm compensated by orthogonal weighted kernel for tracking time-variant systems (Q831551) (← links)
• Maximum likelihood based recursive parameter estimation for controlled autoregressive ARMA systems using the data filtering technique (Q1660826) (← links)
• An auxiliary model based least squares algorithm for a dual-rate state space system with time-delay using the data filtering (Q1660892) (← links)
• Robust identification of Wiener time-delay system with expectation-maximization algorithm (Q1661243) (← links)
• An iterative algorithm for solving the generalized Sylvester-conjugate matrix equation (Q1786973) (← links)
• Convergence of HS version of BCR algorithm to solve the generalized Sylvester matrix equation over generalized reflexive matrices (Q1796596) (← links)
• Local search methods for the solution of implicit inverse problems (Q1800277) (← links)
• Improved discrete techniques of time-delay and order estimation for large-scale interconnected nonlinear systems (Q1992430) (← links)
• Hierarchical recursive least squares parameter estimation of non-uniformly sampled Hammerstein nonlinear systems based on Kalman filter (Q2012124) (← links)
• Parameter estimation of Wiener systems based on the particle swarm iteration and gradient search principle (Q2193618) (← links)
• Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle (Q2228963) (← links)
• Identification of Wiener channels using a tensor approach (Q2312512) (← links)
• A multi-innovation recursive least squares algorithm with a forgetting factor for Hammerstein CAR systems with backlash (Q2362602) (← links)
• Convergence analysis of the hierarchical least squares algorithm for bilinear-in-parameter systems (Q2362604) (← links)
• System identification application using Hammerstein model (Q2363757) (← links)
• Filtering-based multistage recursive identification algorithm for an input nonlinear output-error autoregressive system by using the key term separation technique (Q2399050) (← links)
• Recursive least squares and multi-innovation gradient estimation algorithms for bilinear stochastic systems (Q2399133) (← links)
• Hierarchical stochastic gradient algorithm and its performance analysis for a class of bilinear-in-parameter systems (Q2400914) (← links)
• Recursive least squares algorithm for nonlinear dual-rate systems using missing-output estimation model (Q2400915) (← links)
• Recursive least squares and multi-innovation stochastic gradient parameter estimation methods for signal modeling (Q2400928) (← links)
• Gradient-based recursive identification methods for input nonlinear equation error closed-loop systems (Q2402054) (← links)
• Active fault-tolerant linear parameter varying control for the pitch actuator of wind turbines (Q2407811) (← links)
• Modelling and multi-innovation parameter identification for Hammerstein nonlinear state space systems using the filtering technique (Q2808783) (← links)
• An enhanced linear Kalman filter (EnLKF) algorithm for parameter estimation of nonlinear rational models (Q2974195) (← links)
• Multistage for identification of Wiener time delay systems based on hierarchical gradient approach (Q5035719) (← links)
• An accelerated Jacobi-gradient based iterative algorithm for solving sylvester matrix equations (Q5156297) (← links)
• Convergence Results of the Biconjugate Residual Algorithm for Solving Generalized Sylvester Matrix Equation (Q5280214) (← links)
• Kalman state filtering based least squares iterative parameter estimation for observer canonical state space systems using decomposition (Q5965345) (← links)
• Three‐stage forgetting factor stochastic gradient parameter estimation methods for a class of nonlinear systems (Q6061864) (← links)
• The data filtering based multiple‐stage Levenberg–Marquardt algorithm for Hammerstein nonlinear systems (Q6092381) (← links)