Least squares based iterative algorithm for pseudo-linear autoregressive moving average systems using the data filtering technique

DOI10.1016/J.JFRANKLIN.2015.06.010zbMath1395.93581OpenAlexW857482865MaRDI QIDQ1660669

Lanjie Guo, Feng Ding

Publication date: 16 August 2018

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2015.06.010

zbMATH Keywords

identification problemsdata filteringleast squares based iterative algorithmpseudo-linear autoregressive moving average systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Multivariable systems, multidimensional control systems (93C35) Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (4)

A recursive least squares algorithm for pseudo-linear ARMA systems using the auxiliary model and the filtering technique ⋮ Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering ⋮ A novel weight function-based robust iterative learning identification method for discrete Box-Jenkins models with Student's \(t\)-distribution noises ⋮ Improved closed-loop subspace identification with prior information

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• Several gradient-based iterative estimation algorithms for a class of nonlinear systems using the filtering technique
• Kalman filter-based identification for systems with randomly missing measurements in a network environment
• Convergence of the Iterative Hammerstein System Identification Algorithm

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