Auxiliary model based multi-innovation algorithms for multivariable nonlinear systems

DOI10.1016/J.MCM.2010.05.026MaRDI QIDQ623044zbMATH OpenOpenAlexFDO

Authors Jing Chen, Yan Zhang, Ruifeng Ding

Publication date 13 February 2011

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mcm.2010.05.026

zbMATH Keywords

parameter estimationstochastic gradientauxiliary model identificationmulti-innovation identificationmulti-input multi-output systems

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 4066707 (Why is no real title available?)
• An approach for identification of uncertain Wiener systems
• Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
• Auxiliary model based recursive generalized least squares parameter estimation for Hammerstein OEAR systems
• Auxiliary model identification method for multirate multi-input systems based on least squares
• Auxiliary model-based RELS and MI-ELS algorithm for Hammerstein OEMA systems
• Auxiliary model-based least-squares identification methods for Hammerstein output-error systems
• Combined parameter and output estimation of dual-rate systems using an auxiliary model
• Estimation of the parameters of multichannel autoregressive signals from noisy observations
• Estimation of the quasi-linear viscoelastic parameters using a genetic algorithm
• Extended stochastic gradient identification algorithms for Hammerstein-Wiener ARMAX systems
• Gradient-based identification methods for Hammerstein nonlinear ARMAX models
• Hierarchical least-squares based iterative identification for multivariable systems with moving average noises
• Identification for multirate multi-input systems using the multi-innovation identification theory
• Identification of Hammerstein nonlinear ARMAX systems
• Identification of dual-rate systems based on finite impulse response models
• Multi-innovation least squares identification methods based on the auxiliary model for MISO systems
• Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model
• Parameter estimation of dual-rate stochastic systems by using an output error method
• Performance analysis of multi-innovation gradient type identification methods
• Performance analysis of stochastic gradient algorithms under weak conditions
• Self-tuning control based on multi-innovation stochastic gradient parameter estimation
• Some further results on blind identification of MIMO FIR channels via second-order statistics
• Time series AR modeling with missing observations based on the polynomial transformation
• Variable step-size LMS algorithm with a quotient form

Cited in

(37)

• Gradient based estimation algorithm for Hammerstein systems with saturation and dead-zone nonlinearities
• Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems
• Gradient-based parameter estimation for input nonlinear systems with ARMA noises based on the auxiliary model
• Recursive computational formulas of the least squares criterion functions for scalar system identification
• Hierarchical least squares based iterative estimation algorithm for multivariable Box-Jenkins-like systems using the auxiliary model
• Auxiliary model-based RELS and MI-ELS algorithm for Hammerstein OEMA systems
• Maximum likelihood least squares identification for systems with autoregressive moving average noise
• Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models
• Least squares based iterative parameter estimation algorithm for multivariable controlled ARMA system modelling with finite measurement data
• Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model
• Performance analysis of the AM-SG parameter estimation for multivariable systems
• Multi-innovation least squares identification methods based on the auxiliary model for MISO systems
• Parameter estimation for nonlinear dynamical adjustment models
• Iterative parameter and order identification for fractional-order nonlinear finite impulse response systems using the key term separation
• Two-stage recursive least squares parameter estimation algorithm for output error models
• Identification of Hammerstein systems with continuous nonlinearity
• Recursive least squares parameter estimation for non-uniformly sampled systems based on the data filtering
• Parameter and state estimation algorithm for single-input single-output linear systems using the canonical state space models
• Parameter identification of systems with preload nonlinearities based on the finite impulse response model and negative gradient search
• Newton iterative identification for a class of output nonlinear systems with moving average noises
• Maximum likelihood least squares identification method for input nonlinear finite impulse response moving average systems
• Noisy data-driven identification for errors-in-variables MISO Hammerstein nonlinear models
• Auxiliary model multiinnovation stochastic gradient parameter estimation methods for nonlinear sandwich systems
• Auxiliary model based least squares identification method for a state space model with a unit time-delay
• Two identification methods for dual-rate sampled-data nonlinear output-error systems
• Global convergence conditions in maximum likelihood estimation
• Performance analysis of the auxiliary-model-based multi-innovation stochastic Newton recursive algorithm for dual-rate systems
• Iterative parameter identification methods for nonlinear functions
• Auxiliary model-based multi-innovation recursive identification algorithms for an input nonlinear controlled autoregressive moving average system with variable-gain nonlinearity
• Two-stage gradient-based iterative algorithms for the fractional-order nonlinear systems by using the hierarchical identification principle
• Hierarchical iterative identification algorithms for a nonlinear system with dead-zone and saturation nonlinearity based on the auxiliary model
• Auxiliary models based multi-innovation generalized extended stochastic gradient algorithms
• Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
• Multi-innovation identification methods for linear-parameter systems
• Calculation of transition probabilities in the birth and death Markov process in the epidemic model
• Maximum likelihood stochastic gradient estimation for Hammerstein systems with colored noise based on the key term separation technique
• Auxiliary model based identification methods. Part D: Basic idea and gradient identification

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