Pages that link to "Item:Q5241000"
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The following pages link to State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors (Q5241000):
Displayed 50 items.
- Multi-objective linear-programming-based four-judgment algorithm for linear bounded noise system modeling (Q776137) (← links)
- The filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theory (Q776143) (← links)
- Orthotopic-filtering-based fault diagnosis algorithms for nonlinear systems with slowly varying faults (Q776146) (← links)
- Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise (Q776148) (← links)
- Bias correction-based recursive estimation for dual-rate output-error systems with sampling noise (Q831574) (← links)
- Robust fault tolerant tracking control for the multi-joint manipulator based on operator theory (Q1989280) (← links)
- Hierarchical least squares identification for feedback nonlinear equation-error systems (Q1989304) (← links)
- Observer design for estimation of nonobservable states in buildings (Q2004114) (← links)
- Expectation maximization identification algorithm for time-delay two-dimensional systems (Q2005413) (← 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)
- 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)
- Model recovery for multi-input signal-output nonlinear systems based on the compressed sensing recovery theory (Q2125313) (← links)
- Weight least squares algorithm for rational models with outliers (Q2179148) (← links)
- Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems (Q2181393) (← links)
- Parametric solutions to generalized periodic Sylvester bimatrix equations (Q2181434) (← links)
- A recursive parameter estimation algorithm for modeling signals with multi-frequencies (Q2193644) (← links)
- An finite iterative algorithm for sloving periodic Sylvester bimatrix equations (Q2205473) (← links)
- Recursive identification of bilinear time-delay systems through the redundant rule (Q2291091) (← links)
- Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model (Q2293618) (← links)
- A novel reduced-order algorithm for rational models based on Arnoldi process and Krylov subspace (Q2665156) (← links)
- Weighted parameter estimation for Hammerstein nonlinear ARX systems (Q2697716) (← links)
- Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise (Q5000698) (← links)
- Robust economic model predictive control of nonlinear networked control systems with communication delays (Q5000699) (← links)
- Separable multi‐innovation stochastic gradient estimation algorithm for the nonlinear dynamic responses of systems (Q5003429) (← links)
- Stochastic average gradient algorithm for multirate FIR models with varying time delays using self‐organizing maps (Q5003430) (← links)
- Two-stage multi-innovation stochastic gradient algorithm for multivariate output-error ARMA systems based on the auxiliary model (Q5025871) (← links)
- Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems (Q5026619) (← links)
- Hierarchical parameter and state estimation for bilinear systems (Q5026681) (← links)
- Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises (Q5026778) (← links)
- Recursive least-squares algorithm for a characteristic model with coloured noise by means of the data filtering technique (Q5028709) (← links)
- The innovation algorithms for multivariable state‐space models (Q5128848) (← 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)
- Hierarchical maximum likelihood generalized extended stochastic gradient algorithms for bilinear‐in‐parameter systems (Q6053700) (← links)
- Filtering‐based multi‐innovation recursive identification methods for input nonlinear systems with piecewise‐linear nonlinearity based on the optimization criterion (Q6053746) (← links)
- State and parameter joint estimation of linear stochastic systems in presence of faults and <scp>non‐Gaussian</scp> noises (Q6054888) (← links)
- Decomposition‐based over‐parameterization forgetting factor stochastic gradient algorithm for Hammerstein‐Wiener nonlinear systems with non‐uniform sampling (Q6060476) (← links)
- Three‐stage forgetting factor stochastic gradient parameter estimation methods for a class of nonlinear systems (Q6061864) (← 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)
- The modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noise (Q6073603) (← links)
- 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 (Q6078822) (← links)
- Maximum likelihood least squares‐based iterative methods for output‐error bilinear‐parameter models with colored noises (Q6078915) (← links)
- Identification of dual‐rate sampled errors‐in‐variables systems with time delays (Q6081006) (← links)
- 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 (Q6082676) (← links)
- Modified particle filtering‐based robust estimation for a networked control system corrupted by impulsive noise (Q6082737) (← links)