Combined state and parameter estimation for a bilinear state space system with moving average noise

DOI10.1016/J.JFRANKLIN.2018.01.011zbMATH Open1395.93174OpenAlexW2789154978MaRDI QIDQ1661792FDOQ1661792

Authors: Xiao Zhang, Ling Xu, Feng Ding, Tasawar Hayat 

Publication date: 17 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.2018.01.011

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zbMATH Keywords

bilinear state space systemcombined state and parameter estimationmoving average noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) System identification (93B30) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

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Cited In (49)

• 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
• Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique
• Recursive search-based identification algorithms for the exponential autoregressive time series model with coloured noise
• Recursive parameter estimation and its convergence for bilinear systems
• 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
• The filtering‐based maximum likelihood iterative estimation algorithms for a special class of nonlinear systems with autoregressive moving average noise using the hierarchical identification principle
• Maximum likelihood-based recursive least-squares estimation for multivariable systems using the data filtering technique
• On some parameter estimation algorithms for the nonlinear exponential autoregressive model
• A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation
• A novel dynamic nonlinear partial least squares based on the cascade structure
• Iterative parameter identification algorithms for the generalized time‐varying system with a measurable disturbance vector
• Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses
• 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
• PARAMETER ESTIMATION OF NONLINEAR OUTPUT ERROR SYSTEM UNDER VARIATIONAL BAYESIAN METHOD BASED ON PROBABILISTIC GRAPHICAL MODEL
• Model recovery for multi-input signal-output nonlinear systems based on the compressed sensing recovery theory

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