Prediction-error estimation algorithm for non-linear output-affine systems

DOI10.1080/00207178808906012MaRDI QIDQ3770418zbMATH OpenOpenAlexFDO

Authors Sheng Chen, Stephen A. Billings

Publication date 1988

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

Full work available at URL http://eprints.whiterose.ac.uk/76995/1/report%20314.pdf

zbMATH Keywords

hypothesis testingNARMAX (non- linear ARMAX) modelnonlinear discrete-time systemsoutput-affine difference equation modelprediction-error estimation algorithm

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cites work

• Dynamic system identification. Experiment design and data analysis
• Factorization methods for discrete sequential estimation
• scientific article; zbMATH DE number 3874435 (Why is no real title available?)
• Input-output parametric models for non-linear systems Part I: deterministic non-linear systems

Cited in

(16)

• A prediction-error-method for recursive identification of nonlinear systems
• A new GUI interpretation tool for the nonlinear frequency response function
• Practical identification of NARMAX models using radial basis functions
• Self-tuning control of non-linear ARMAX models
• A prediction-error and stepwise-regression estimation algorithm for non-linear systems
• scientific article; zbMATH DE number 4002003 (Why is no real title available?)
• Prediction error estimator for non-linear stochastic systems
• Recursive maximum likelihood identification of a non-linear output-affine model
• Identification of non-linear output-affine systems using an orthogonal least-squares algorithm
• Recursive prediction error parameter estimator for non-linear models
• Representations of non-linear systems: the NARMAX model
• Identification of non-linear rational systems using a prediction-error estimation algorithm
• Nonparametric output prediction for nonlinear fading memory systems
• Identification of unstable systems using output error and Box-Jenkins model structures
• A bias-corrected estimator for nonlinear systems with output-error type model structures
• An iterative algorithm for simulation error based identification of polynomial input–output models using multi-step prediction

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