On consistency of recursive least squares identification algorithms for controlled auto-regression models

DOI10.1016/J.APM.2007.07.003MaRDI QIDQ1007694zbMATH OpenOpenAlexFDO

Authors J. Martínez

Publication date 24 March 2009

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2007.07.003

zbMATH Keywords

parameter estimationleast squaresmodelingrecursive identificationconvergence properties

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Asymptotic properties of parametric tests (62F05) Stochastic systems and control (93E99)

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• scientific article; zbMATH DE number 2062954 (Why is no real title available?)
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• Consistency of the least-squares identification method
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• Hierarchical least squares identification methods for multivariable systems
• Identification and stochastic adaptive control
• Identification of Hammerstein nonlinear ARMAX systems
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
• Modelling and prediction of machining errors using ARMAX and NARMAX structures
• On the convergence of least squares estimates in white noise
• Parameter estimation of dual-rate stochastic systems by using an output error method
• Performance analysis of estimation algorithms of nonstationary ARMA processes
• Performance analysis of multi-innovation gradient type identification methods
• Performance bounds of forgetting factor least-squares algorithms for time-varying systems with finite measurement data
• Stochastic adaptive prediction and model reference control
• The convergence of AML

Cited in

(23)

• Gradient-based iterative parameter estimation for Box-Jenkins systems
• The residual based interactive least squares algorithms and simulation studies
• Two-stage least squares based iterative estimation algorithm for CARARMA system modeling
• Convergence analysis of forgetting factor least squares algorithm for ARMAX time-delay models
• Convergence properties of the least squares estimation algorithm for multivariable systems
• Recursive least squares parameter estimation algorithm for dual-rate sampled-data nonlinear systems
• Recursive parameter identification for fermentation processes with the multiple model technique
• Modified stochastic gradient identification algorithms with fast convergence rates
• Hierarchical least squares based iterative estimation algorithm for multivariable Box-Jenkins-like systems using the auxiliary model
• Maximum likelihood least squares identification for systems with autoregressive moving average noise
• A genetic programming approach based on Lévy flight applied to nonlinear identification of a poppet valve
• On autoregressive models, the parsimony principle, and their use in control-oriented system identification
• Performance analysis of the AM-SG parameter estimation for multivariable systems
• RLS parameter convergence with overparameterized models
• Two-stage recursive least squares parameter estimation algorithm for output error models
• Auxiliary model-based RELS and MI-ELS algorithm for Hammerstein OEMA systems
• Parameter and state estimation algorithm for single-input single-output linear systems using the canonical state space models
• Filtering based recursive least squares algorithm for Hammerstein FIR-MA systems
• Three-stage recursive least squares parameter estimation for controlled autoregressive autoregressive systems
• The residual based interactive stochastic gradient algorithms for controlled moving average models
• Bias compensation methods for stochastic systems with colored noise
• The residual-based ESG algorithm and its performance analysis
• Online identification of multivariable discrete time delay systems using a recursive least square algorithm

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