Improved parameter estimates for non-linear dynamical models using a bootstrap method

DOI10.1080/00207170902854118MaRDI QIDQ3644823zbMATH OpenOpenAlexFDO

Authors Hua-Liang Wei, Stephen A. Billings

Publication date 12 November 2009

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL http://eprints.whiterose.ac.uk/84819/1/acse%20research%20report%20888.pdf

zbMATH Keywords

bootstrapparameter estimationmeasurement uncertaintyerror-in-variablesNARX and NARMAX modelsnon-linear systems identificationorthogonal least-squares

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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Cites work

• A bootstrap method for structure detection of NARMAX models
• A prediction-error and stepwise-regression estimation algorithm for non-linear systems
• An Analysis of the Total Least Squares Problem
• Bootstrap methods: another look at the jackknife
• Computers and the Theory of Statistics: Thinking the Unthinkable
• Fast orthogonal identification of nonlinear stochastic models and radial basis function neural networks
• Input-output parametric models for non-linear systems Part I: deterministic non-linear systems
• Least squares parameter estimation algorithms for non-linear systems
• Nonlinear model validation using correlation tests
• Orthogonal least squares methods and their application to non-linear system identification
• Orthogonal parameter estimation algorithm for non-linear stochastic systems
• Term and variable selection for non-linear system identification
• The Acceptability of Regression Solutions: Another Look at Computational Accuracy
• The Effect of Errors in the Independent Variables in Linear Regression
• The constrained total least squares technique and its applications to harmonic superresolution

Cited in

(5)

• Nonlinear systems identification by combining regression with bootstrap resampling
• Improvement of parameter estimation for non-linear hysteretic systems with slip by a fast Bayesian bootstrap filter
• scientific article; zbMATH DE number 475520 (Why is no real title available?)
• MODELING NONLINEAR TIME SERIES USING IMPROVED LEAST SQUARES METHOD
• A robust model structure selection method for small sample size and multiple datasets problems

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