Recursive least squares identification of hybrid Box-Jenkins model structure in open-loop and closed-loop
From MaRDI portal
Publication:1660885
DOI10.1016/j.jfranklin.2015.10.022zbMath1395.93560OpenAlexW2191966409MaRDI QIDQ1660885
Qibing Jin, Zhu Wang, Xiao-Ping Liu
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.2015.10.022
Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)
Related Items
Closed-loop identification of stable and unstable processes with time-delay ⋮ Parameter estimation-based coupling control for generalized cascade systems with guaranteed cost ⋮ A novel recursive learning identification scheme for Box-Jenkins model based on error data ⋮ Adaptive filtering-based recursive identification for time-varying Wiener output-error systems with unknown noise statistics ⋮ The data filtering based generalized stochastic gradient parameter estimation algorithms for multivariate output-error autoregressive systems using the auxiliary model
Cites Work
- Least squares based iterative identification for multivariable integrating and unstable processes in closed loop
- Auxiliary model based least squares identification method for a state space model with a unit time-delay
- Convergence properties of the least squares estimation algorithm for multivariable systems
- Hierarchical least squares based iterative estimation algorithm for multivariable Box-Jenkins-like systems using the auxiliary model
- Hierarchical gradient based iterative parameter estimation algorithm for multivariable output error moving average systems
- Parameter estimation with scarce measurements
- Box-Jenkins alike identification using nonparametric noise models
- Hierarchical least squares identification for Hammerstein nonlinear controlled autoregressive systems
- Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems
- Box-Jenkins continuous-time modeling
- Performance analysis of the recursive parameter estimation algorithms for multivariable Box-Jenkins systems
- Two-stage least squares based iterative estimation algorithm for CARARMA system modeling
- Hierarchical gradient-based identification of multivariable discrete-time systems
- Decentralized closed-loop parameter identification for multivariable processes from step responses
- Gradient based iterative parameter identification for Wiener nonlinear systems
- Combined state and least squares parameter estimation algorithms for dynamic systems
- Newton iterative identification for a class of output nonlinear systems with moving average noises
- Box-Jenkins identification revisited. I: Theory
- Box-Jenkins identification revisited. II: Applications
- Least-squares parameter estimation for systems with irregularly missing data
- Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems
- Robust identification of continuous systems with dead-time from step responses