Convergence analysis of parametric identification methods
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(81)- Parametric identification of transient electromagnetic systems
- Unprejudiced optimal open loop input design for identification of transfer functions
- On the estimation of transfer functions
- A standard error for the estimated state vector of a state-space model
- Identification of non-minimum phase linear stochastic systems
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
- On convergence proofs in system identification -- a general principle using ideas from learning theory
- Maximum likelihood and prediction error methods
- Least squares parameter estimation
- Frequency domain versus time domain methods in system identification
- Analysis of a general recursive prediction error identification algorithm
- Trends in identification
- Analysis of an output error identification algorithm
- Some properties of the output error method
- System identification techniques for adaptive signal processing
- On line structure selection for multivariable state-space models
- Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation
- Exact modelling and identifiability of linear systems
- Seasonally and approximation errors in rational expectations models
- Nonparametric adaptive learning with feedback
- Consistent identification of stochastic linear systems with noisy input- output data
- On Tikhonov regularization, bias and variance in nonlinear system identification
- Modeling of time series arrays by multistep prediction or likelihood methods.
- Estimation of an N-L-N Hammerstein-Wiener model
- Mixed \(L_p\) estimators variety for model order reduction in control oriented system identification
- Analysis of averages over distributions of Markov processes
- Linear approximations of nonlinear FIR systems for separable input processes
- Uniqueness of prediction error estimates of multivariable moving average models
- Prediction error methods for limit cycle data
- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models.
- Moving-average representation of autoregressive approximations
- The misspecification of dynamic regression models
- Initializing Wiener-Hammerstein models based on partitioning of the best linear approximation
- On the smoothness of nonlinear system identification
- Continuous-time system identification with neural networks: model structures and fitting criteria
- Identification of stochastic nonlinear models using optimal estimating functions
- Linear prediction error methods for stochastic nonlinear models
- A graph theoretical approach to input design for identification of nonlinear dynamical models
- When are two multivariate random processes indistinguishable
- Adaptive control of bifurcation modes in nonautonomous nonlinear systems
- Consistent order selection for noncausal autoregressive models via higher-order statistics
- Consistent parameter estimation for non-causal autoregressive models via higher-order statistics
- Feedback identification of conductance-based models
- Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering
- The filter design from data (FD2) problem: parametric-statistical approach
- Set membership inversion and robust control from data of nonlinear systems
- Parameters identification for ship motion model based on particle swarm optimization
- IDENTIFICATION OF STOCHASTIC PROCESSES IN PRESENCE OF INPUT NOISE
- Asymptotic properties of least-squares estimates of Hammerstein-Wiener models
- Recursive methods for off-line identification
- NOTE ON THE KALMAN FILTER WITH ESTIMATED PARAMETERS
- Multivariable state-feedback self-tuning controllers∗
- Model structure selection for multivariable systems by cross-validation methods
- On the parsimony principle
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- Fixed-interval smoother in the identification of time-varying dynamics
- Some automated methods of smoothing time-dependent data
- Quasiconvexity analysis of the Hammerstein model
- State space approach to the term structure of interest rates
- Cost function shaping of the output error criterion
- Adaptive filtering scheme for parameter identification of nonlinear Wiener-Hammerstein systems and its application
- Huberian function applied to neurodegenerative disorder gait rhythm
- Low-complexity piecewise-affine virtual sensors: theory and design
- Parametric identification of structured nonlinear systems
- Extension of the tuning constant in the Huber's function for robust modeling of piezoelectric systems
- Convergence results for maximum likelihood type estimators in multivariable ARMA models
- Asymptotic properties of prediction error estimators in approximate system identification
- Asymptotic properties of prediction error estimators in approximate system identification
- The strong consistency of quasi-maximum likelihood estimators for p-order random coefficient autoregressive (RCA) models
- Deep subspace encoders for nonlinear system identification
- Transfer function identification by minimizing the adaptive vs. optimal filter state estimates mismatch
- A virtual closed loop method for closed loop identification
- Parameter identification based on prescribed estimation error performance for extended Wiener-Hammerstein systems
- Intelligent actuators. -- Ways to autonomous actuating systems
- Identification of parameters of convection-diffusion-reaction model and unknown boundary conditions in the presence of random noise in measurements
- Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
- Macroeconomics and the reality of mixed frequency data
- Data-informativity conditions for structured linear systems with implications for dynamic networks
- Joint estimation and identification based on DEM-LMSINDYC closed-loop iteration
- Adaptive control of discounted Markov decision chains
- Parametric and nonparametric curve fitting
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