Two-stage least squares based iterative estimation algorithm for CARARMA system modeling (Q1667765)

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Two-stage least squares based iterative estimation algorithm for CARARMA system modeling

scientific article; zbMATH DE number 6929746

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English	Two-stage least squares based iterative estimation algorithm for CARARMA system modeling	scientific article; zbMATH DE number 6929746

Statements

instance of

scholarly article

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title

Two-stage least squares based iterative estimation algorithm for CARARMA system modeling (English)

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author

Peng Zhang

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published in

Applied Mathematical Modelling

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publication date

30 August 2018

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zbMATH Keywords

least squares

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parameter estimation

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iterative identification

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recursive identification

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describes a project that uses

CARMA

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.apm.2012.10.014

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cites work

Kalman filter-based identification for systems with randomly missing measurements in a network environment

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An iterative method for solving the generalized coupled Sylvester matrix equations over generalized bisymmetric matrices

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Analysis of an iterative algorithm to solve the generalized coupled Sylvester matrix equations

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2-norm based recursive design of transmultiplexers with designable filter length

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Performance bounds of forgetting factor least-squares algorithms for time-varying systems with finite measurement data

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Hierarchical Least Squares Identification for Linear SISO Systems With Dual-Rate Sampled-Data

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Convergence analysis of estimation algorithms for dual-rate stochastic systems

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Adaptive Digital Control of Hammerstein Nonlinear Systems with Limited Output Sampling

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The residual-based ESG algorithm and its performance analysis

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Performance analysis of stochastic gradient algorithms under weak conditions

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Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems

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Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems

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Hierarchical gradient based iterative parameter estimation algorithm for multivariable output error moving average systems

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Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model

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Parameter estimation with scarce measurements

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Maximum likelihood least squares identification method for input nonlinear finite impulse response moving average systems

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Gradient-based iterative parameter estimation for Box-Jenkins systems

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Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems

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Parameter and state estimation algorithm for single-input single-output linear systems using the canonical state space models

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Identifiers

zbMATH Open document ID

1438.93228

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Mathematics Subject Classification ID

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10.1016/J.APM.2012.10.014

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Sitelinks

Mathematics(1 entry)

mardi Two-stage least squares based iterative estimation algorithm for CARARMA system modeling