Robust fixed-point Kalman smoother for bilinear state-space systems with non-Gaussian noise and parametric uncertainties (Q6987322)

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Robust fixed-point Kalman smoother for bilinear state-space systems with non-Gaussian noise and parametric uncertainties

scientific article; zbMATH DE number 8036864

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English	Robust fixed-point Kalman smoother for bilinear state-space systems with non-Gaussian noise and parametric uncertainties	scientific article; zbMATH DE number 8036864

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instance of

scholarly article

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title

Robust fixed-point Kalman smoother for bilinear state-space systems with non-Gaussian noise and parametric uncertainties (English)

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International Journal of Adaptive Control and Signal Processing

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publication date

7 May 2025

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zbMATH Keywords

bilinear system

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Kalman filter

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non-Gaussian noise

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parametric uncertainties

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state estimation

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MaRDI profile type

MaRDI publication profile

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cites work

Identification and U-control of a state-space system with time-delay

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Kalman state filtering based least squares iterative parameter estimation for observer canonical state space systems using decomposition

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Expectation-maximization algorithm for bilinear state-space models with time-varying delays under non-Gaussian noise

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Recursive parameter estimation methods and convergence analysis for a special class of nonlinear systems

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Model recovery for multi-input signal-output nonlinear systems based on the compressed sensing recovery theory

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Three‐stage forgetting factor stochastic gradient parameter estimation methods for a class of nonlinear systems

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Expectation-maximization algorithm for bilinear systems by using the Rauch-Tung-Striebel smoother

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Adaptive parameter estimation for a general dynamical system with unknown states

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The data filtering based multiple‐stage Levenberg–Marquardt algorithm for Hammerstein nonlinear systems

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A novel recursive multivariate nonlinear time-series modeling method by using the coupling identification concept

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Iterative identification methods for a class of bilinear systems by using the particle filtering technique

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Maximum likelihood based multi-innovation stochastic gradient identification algorithms for bilinear stochastic systems with ARMA noise

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State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors

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Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise

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Decomposition and composition modeling algorithms for control systems with colored noises

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Filtered generalized iterative parameter identification for equation-error autoregressive models based on the filtering identification idea

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A novel robust Kalman filter with unknown non-stationary heavy-tailed noise

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Modified particle filtering‐based robust estimation for a networked control system corrupted by impulsive noise

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Robust Principal Component Analysis Based on Maximum Correntropy Criterion

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Maximum correntropy Kalman filter

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A novel nonlinear optimization method for fitting a noisy Gaussian activation function

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Cauchy kernel-based maximum correntropy Kalman filter

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Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise

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Two-stage gradient-based iterative algorithms for the fractional-order nonlinear systems by using the hierarchical identification principle

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Auxiliary model-based multi-innovation recursive identification algorithms for an input nonlinear controlled autoregressive moving average system with variable-gain nonlinearity

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Model transformation based distributed stochastic gradient algorithm for multivariate output-error systems

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Observation of bilinear systems with application to biological control

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The filtering‐based maximum likelihood iterative estimation algorithms for a special class of nonlinear systems with autoregressive moving average noise using the hierarchical identification principle

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Separable synthesis gradient estimation methods and convergence analysis for multivariable systems

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Hierarchical gradient-based iterative parameter estimation algorithms for a nonlinear feedback system based on the hierarchical identification principle

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Second-order optimization methods for time-delay autoregressive exogenous models: nature gradient descent method and its two modified methods

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Parameter estimation of fractional-order Hammerstein state space system based on the extended Kalman filter

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Filtered auxiliary model recursive generalized extended parameter estimation methods for Box–Jenkins systems by means of the filtering identification idea

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Hierarchical recursive least squares parameter estimation methods for multiple-input multiple-output systems by using the auxiliary models

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Identifiers

zbMATH Open document ID

1567.93798

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DOI

10.1002/ACS.3891

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Robust fixed-point Kalman smoother for bilinear state-space systems with non-Gaussian noise and parametric uncertainties