Pages that link to "Item:Q1717533"

The following pages link to State space model identification of multirate processes with time-delay using the expectation maximization (Q1717533):

Displaying 42 items.

• Orthotopic-filtering-based fault diagnosis algorithms for nonlinear systems with slowly varying faults (Q776146) (← links)
• Gradient-based iterative identification method for multivariate equation-error autoregressive moving average systems using the decomposition technique (Q1717535) (← links)
• Moving horizon estimation for multirate systems with time-varying time-delays (Q1730085) (← 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)
• Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise (Q2087500) (← 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)
• Multi-innovation stochastic gradient parameter and state estimation algorithm for dual-rate state-space systems with \(d\)-step time delay (Q2205280) (← links)
• Two-stage gradient-based iterative algorithm for bilinear stochastic systems over the moving data window (Q2205494) (← links)
• Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise (Q2334210) (← links)
• Particle filtering based parameter estimation for systems with output-error type model structures (Q2423919) (← links)
• Fitting the exponential autoregressive model through recursive search (Q2423988) (← links)
• Weighted parameter estimation for Hammerstein nonlinear ARX systems (Q2697716) (← links)
• Two-stage multi-innovation stochastic gradient algorithm for multivariate output-error ARMA systems based on the auxiliary model (Q5025871) (← links)
• Maximum likelihood-based recursive least-squares estimation for multivariable systems using the data filtering technique (Q5025908) (← 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)
• 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)
• 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)
• Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity (Q6068317) (← 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)
• 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)
• 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)
• Improved gradient descent algorithms for time-delay rational state-space systems: intelligent search method and momentum method (Q6168765) (← links)
• Identification of dual‐rate sampled nonlinear systems based on the cycle reservoir with regular jumps network (Q6190375) (← links)
• Iterative parameter and order identification for fractional-order nonlinear finite impulse response systems using the key term separation (Q6494668) (← links)
• Recursive least squares estimation methods for a class of nonlinear systems based on non-uniform sampling (Q6494672) (← links)
• Finite-time adaptive control for nonlinear systems with uncertain parameters based on the command filters (Q6494685) (← links)
• Filtering-based recursive least squares estimation approaches for multivariate equation-error systems by using the multiinnovation theory (Q6494697) (← links)
• Gradient-based recursive parameter estimation for a periodically nonuniformly sampled-data Hammerstein-Wiener system based on the key-term separation (Q6494842) (← links)
• Iterative identification methods for a class of bilinear systems by using the particle filtering technique (Q6494849) (← links)
• Hierarchical recursive least squares algorithms for Hammerstein nonlinear autoregressive output-error systems (Q6495162) (← links)