A new paradigm for parameter estimation in system modeling

DOI10.1002/ACS.2335MaRDI QIDQ5408379zbMATH OpenOpenAlexFDO

Authors Simone Garatti, Sergio Bittanti

Publication date 10 April 2014

Published in International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/acs.2335

zbMATH Keywords

gray-box modelingparameter estimationsystem identification

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

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Cites work

• A Basic Convergence Result for Particle Filtering
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• A survey of convergence results on particle filtering methods for practitioners
• Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems
• Convergence analysis of the extended Kalman filter used as an observer for nonlinear deterministic discrete-time systems
• Discussion on: ``Why is resorting to fate wise? A critical look at randomized algorithms in systems and control
• Four encounters with system identification
• scientific article; zbMATH DE number 193126 (Why is no real title available?)
• scientific article; zbMATH DE number 3997615 (Why is no real title available?)
• scientific article; zbMATH DE number 794285 (Why is no real title available?)
• Maximum likelihood and prediction error methods
• Observer design for nonlinear systems with discrete-time measurements
• On the problem of ambiguities in maximum likelihood identification
• On the uniqueness of maximum likelihood identification
• Practical grey-box process identification. Theory and applications
• System identification of nonlinear state-space models
• The extended Kalman filter as an exponential observer for nonlinear systems

Cited in

(6)

• The model equivalence based parameter estimation methods for Box-Jenkins systems
• Parameterization of mechanistic models from qualitative data using an efficient optimal scaling approach
• Period estimation for adaptive reconstruction of (quasi-) periodic signals
• Estimation of structural changes in nonlinear time series models by using particle filters and genetic programming
• A shift in paradigm for system identification
• Inverse supervised learning of controller tuning rules

Describes a project that uses

Uses Software

• System Identification Toolbox

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