Combined state and parameter estimation for a bilinear state space system with moving average noise
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Publication:1661792
DOI10.1016/J.JFRANKLIN.2018.01.011zbMATH Open1395.93174OpenAlexW2789154978MaRDI QIDQ1661792FDOQ1661792
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Cited In (52)
- Recursive search-based identification algorithms for the exponential autoregressive time series model with coloured noise
- Recursive parameter estimation and its convergence for bilinear systems
- Q-learning based adaptive Kalman filtering for partial model-free dynamic systems
- Particle filtering based parameter estimation for systems with output-error type model structures
- Hierarchical gradient- and least squares-based iterative algorithms for input nonlinear output-error systems using the key term separation
- Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory
- Least squares estimation for a class of uncertain Vasicek model and its application to interest rates
- Recursive least-squares algorithm for a characteristic model with coloured noise by means of the data filtering technique
- Identification of the nonlinear systems based on the kernel functions
- Auxiliary model based recursive generalized least squares identification algorithm for multivariate output-error autoregressive systems using the decomposition technique
- Parameter estimation of nonlinear output error system under variational Bayesian method based on probabilistic graphical model
- Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique
- Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise
- Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises
- Hierarchical parameter and state estimation for bilinear systems
- Iterative parameter and order identification for fractional-order nonlinear finite impulse response systems using the key term separation
- State and parameter joint estimation of linear stochastic systems in presence of faults and <scp>non‐Gaussian</scp> noises
- Filtering‐based multi‐innovation recursive identification methods for input nonlinear systems with piecewise‐linear nonlinearity based on the optimization criterion
- Hierarchical maximum likelihood generalized extended stochastic gradient algorithms for bilinear‐in‐parameter systems
- Fitting the exponential autoregressive model through recursive search
- Gradient-based iterative identification method for multivariate equation-error autoregressive moving average systems using the decomposition technique
- Modified particle filtering‐based robust estimation for a networked control system corrupted by impulsive noise
- Aitken based modified Kalman filtering stochastic gradient algorithm for dual-rate nonlinear models
- Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique
- Particle swarm optimization iterative identification algorithm and gradient iterative identification algorithm for Wiener systems with colored noise
- Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise
- Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems
- Maximum likelihood based identification methods for rational models
- Zonotopic reachable set estimation for bilinear systems with time-varying delays
- Auxiliary model‐based recursive least squares algorithm for two‐input single‐output Hammerstein output‐error moving average systems by using the hierarchical identification principle
- State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors
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- Gradient based approach for generalized discrete-time periodic coupled Sylvester matrix equations
- Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems
- Generalized continuous mixed p‐norm based sliding window algorithm for a bilinear system with impulsive noise
- Data filtering-based multi-innovation forgetting gradient algorithms for input nonlinear FIR-MA systems with piecewise-linear characteristics
- Auxiliary model-based multi-innovation recursive identification algorithms for an input nonlinear controlled autoregressive moving average system with variable-gain nonlinearity
- Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise
- Highly computationally efficient state filter based on the delta operator
- Kalman filtering based gradient estimation algorithms for observer canonical state-space systems with moving average noises
- State space model identification of multirate processes with time-delay using the expectation maximization
- Moving horizon estimation for multirate systems with time-varying time-delays
- Model recovery for multi-input signal-output nonlinear systems based on the compressed sensing recovery theory
- Expectation-maximization algorithm for bilinear systems by using the Rauch-Tung-Striebel smoother
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