Maximum-likelihood parameter estimation of bilinear systems

DOI10.1109/TAC.2005.856664MaRDI QIDQ5274181zbMATH OpenFDO

Authors Stuart Gibson, Brett Ninness, Adrian G. Wills

Publication date 12 July 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2005.856664

Mathematics Subject Classification ID

Point estimation (62F10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited in

(19)

• Least-squares-based iterative and gradient-based iterative estimation algorithms for bilinear systems
• Filtering and identification of a state space model with linear and bilinear interactions between the states
• Towards efficient maximum likelihood estimation of LPV-SS models
• Maximum likelihood estimation of singular systems of equations
• Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise
• Recursive least squares and multi-innovation gradient estimation algorithms for bilinear stochastic systems
• The gradient-based iterative estimation algorithms for bilinear systems with autoregressive noise
• Linear parameter-varying subspace identification: a unified framework
• Particle filter with one-step randomly delayed measurements and unknown latency probability
• scientific article; zbMATH DE number 3873207 (Why is no real title available?)
• Hierarchical parameter and state estimation for bilinear systems
• Nonlinear state-space system identification with robust Laplace model
• 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
• An efficient recursive identification algorithm for multilinear systems based on tensor decomposition
• System identification of nonlinear state-space models
• Inverse Kalman filtering problems for discrete-time systems
• Supervisory output prediction for bilinear systems by reinforcement learning
• Multi-innovation gradient identification methods for bilinear output-error systems
• Iterative parameter estimation methods for dual-rate sampled-data bilinear systems by means of the data filtering technique

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