Performance analysis of estimation algorithms of nonstationary ARMA processes
From MaRDI portal
Cited in
(62)- Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems
- Gradient-based identification methods for Hammerstein nonlinear ARMAX models
- Gradient-based parameter estimation for input nonlinear systems with ARMA noises based on the auxiliary model
- Iterative identification algorithm for Wiener nonlinear systems using the Newton method
- Recursive computational formulas of the least squares criterion functions for scalar system identification
- Generalized Yule-walker and two-stage identification algorithms for dual-rate systems
- Hierarchical least squares based iterative estimation algorithm for multivariable Box-Jenkins-like systems using the auxiliary model
- Decomposition-based maximum likelihood gradient iterative algorithm for multivariate systems with colored noise
- Auxiliary model-based RELS and MI-ELS algorithm for Hammerstein OEMA systems
- A covariance matching approach for identifying errors-in-variables systems
- Online identification of Hammerstein systems with B-spline networks
- Identification of dual‐rate sampled errors‐in‐variables systems with time delays
- Gradient based and least squares based iterative algorithms for matrix equations \(AXB + CX^{T}D = F\)
- Hierarchical least squares algorithms for single-input multiple-output systems based on the auxiliary model
- Gradient-based iterative identification for nonuniform sampling output error systems
- Convergence analysis of forgetting factor least squares algorithm for ARMAX time-delay models
- Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model
- An iterative least squares estimation algorithm for controlled moving average systems based on matrix decomposition
- Identification for the second-order systems based on the step response
- Performance analysis of multi-innovation gradient type identification methods
- Performance analysis of the AM-SG parameter estimation for multivariable systems
- Multi-innovation least squares identification methods based on the auxiliary model for MISO systems
- Least squares parameter estimation and multi-innovation least squares methods for linear fitting problems from noisy data
- Two-stage recursive least squares parameter estimation algorithm for output error models
- Maximum likelihood interval-varying recursive least squares identification for output-error autoregressive systems with scarce measurements
- Filtering‐based multi‐innovation recursive identification methods for input nonlinear systems with piecewise‐linear nonlinearity based on the optimization criterion
- Instrumental variable‐based multi‐innovation gradient estimation for nonlinear systems with scarce measurements
- Observable state space realizations for multivariable systems
- The residual based interactive least squares algorithms and simulation studies
- A finite-data-window least squares algorithm with a forgetting factor for dynamical modeling
- Multiple-model state-space system identification with time delay using the EM algorithm
- The residual based interactive stochastic gradient algorithms for controlled moving average models
- Time series AR modeling with missing observations based on the polynomial transformation
- Bias compensated stochastic gradient algorithm for identification of an ARX‐type nonlinear rational model and its application in modeling of the dynamic of the cellular toxicity
- Hierarchical maximum likelihood multi-innovation identification methods for a class of multivariable Hammerstein-input-nonlinear systems
- Gradient-based iterative identification for MISO Wiener nonlinear systems: application to a glutamate fermentation process
- Combined state and least squares parameter estimation algorithms for dynamic systems
- Parameter identification of systems with preload nonlinearities based on the finite impulse response model and negative gradient search
- Two-stage auxiliary model maximum likelihood least squares-based iterative estimation method for general stochastic multivariable systems
- A novel iterative identification based on the optimised topology for common state monitoring in wireless sensor networks
- Three-stage recursive least squares parameter estimation for controlled autoregressive autoregressive systems
- Auxiliary model‐based recursive least squares algorithm for two‐input single‐output Hammerstein output‐error moving average systems by using the hierarchical identification principle
- Time‐delay and parameter estimation for an ARX model based on copula theory and Armijo criterion and their applications in the modeling of the dynamics of the UAV
- Parameter and order estimation algorithms and convergence analysis for lithium‐ion batteries
- Auxiliary model maximum likelihood gradient-based iterative identification for feedback nonlinear systems
- Identification algorithms for nonlinear exponential autoregressive model with unknown time-delay and colored noise
- New identification method for Hammerstein models based on approximate least absolute deviation
- Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise
- Convergence properties of the least squares estimation algorithm for multivariable systems
- Iterative solutions of the generalized Sylvester matrix equations by using the hierarchical identification principle
- A novel dynamic nonlinear partial least squares based on the cascade structure
- Two identification methods for dual-rate sampled-data nonlinear output-error systems
- Gradient-based iterative parameter estimation for Box-Jenkins systems
- Generalized continuous mixed p‐norm based sliding window algorithm for a bilinear system with impulsive noise
- A filtering based recursive least squares estimation algorithm for pseudo-linear auto-regressive systems
- On consistency of recursive least squares identification algorithms for controlled auto-regression models
- Output feedback based poles configuration for LDP systems with varying state and input dimensions
- On the solutions to Sylvester-conjugate periodic matrix equations via iteration
- Sliding window iterative identification for nonlinear closed-loop systems based on the maximum likelihood principle
- An efficient conjugate gradient based Cholesky CMA‐ES estimation algorithm for nonlinear systems
- Convergence of HLS estimation algorithms for multivariable ARX-like systems
- Iterative solutions of a set of matrix equations by using the hierarchical identification principle
This page was built for publication: Performance analysis of estimation algorithms of nonstationary ARMA processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4587718)
