Variational Bayesian approach for ARX systems with missing observations and varying time-delays

DOI10.1016/j.automatica.2018.04.003zbMath1401.93191OpenAlexW2802186695MaRDI QIDQ1797106

Biao Huang, Jing Chen, Feng Ding, Ya Gu

Publication date: 17 October 2018

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2018.04.003

zbMATH Keywords

parameter estimationmissing observationsKalman filtering methodvariational Bayesian approachvarying time-delay

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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Cites Work

• Several gradient parameter estimation algorithms for dual-rate sampled systems
• Weighted least squares based recursive parametric identification for the submodels of a PWARX system
• State estimation incorporating infrequent, delayed and integral measurements
• Recursive identification of FIR systems with binary-valued outputs and communication channels
• Modeling and identification of systems with backlash
• Wiener system identification with generalized orthonormal basis functions
• A continuous-time framework for least squares parameter estimation
• Kernel-based local order estimation of nonlinear nonparametric systems
• Recursive algorithms for parameter estimation with adaptive quantizer
• Variable selection in identification of a high dimensional nonlinear non-parametric system
• Self-tuning control of systems with infrequent and delayed output sampling
• On the Constrained Stochastic Gradient Algorithm: Model, Performance, and Improved Version
• Recursive maximum likelihood identification method for a multivariable controlled autoregressive moving average system
• Iterative estimation for a non-linear IIR filter with moving average noise by means of the data filtering technique

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