Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems
From MaRDI portal
Publication:1797200
Recommendations
- Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise
- Maximum likelihood-based recursive least-squares estimation for multivariable systems using the data filtering technique
- Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise
- Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory
- Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems
Cites work
- \(\mathcal{H}_-\) index for discrete-time stochastic systems with Markovian jump and multiplicative noise
- A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation
- A recursive identification algorithm for Wiener nonlinear systems with linear state-space subsystem
- A recursive least squares parameter estimation algorithm for output nonlinear autoregressive systems using the input-output data filtering
- Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique
- Combined state and parameter estimation for a bilinear state space system with moving average noise
- Continuity and approximate differentiability of multisublinear fractional maximal functions
- Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle
- Decomposition-based recursive least squares identification methods for multivariate pseudo-linear systems using the multi-innovation
- Exit problems for jump processes with applications to dividend problems
- Hierarchical stochastic gradient algorithm and its performance analysis for a class of bilinear-in-parameter systems
- Improving transient performance of adaptive control via a modified reference model and novel adaptation
- Iterative identification algorithms for bilinear-in-parameter systems with autoregressive moving average noise
- LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems
- Necessary/sufficient conditions for Pareto optimum in cooperative difference game
- Nonexponential asymptotics for the solutions of renewal equations, with applications
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes
- Optimality of the threshold dividend strategy for the compound Poisson model
- Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems
- Recursive and iterative least squares parameter estimation algorithms for multiple-input-output-error systems with autoregressive noise
- Recursive maximum likelihood identification method for a multivariable controlled autoregressive moving average system
- Recursive parameter estimation algorithm for multivariate output-error systems
- Recursive parameter identification of the dynamical models for bilinear state space systems
- Regularity of discrete multisublinear fractional maximal functions
- Robust adaptive finite-time parameter estimation and control for robotic systems
- Robust adaptive parameter estimation of sinusoidal signals
- Rough maximal singular integral and maximal operators supported by subvarieties on Triebel-Lizorkin spaces
- Singular integrals related to homogeneous mappings in Triebel-Lizorkin spaces
- Synchronization of uncertain chaotic systems via complete-adaptive-impulsive controls
- The maximum likelihood least squares based iterative estimation algorithm for bilinear systems with autoregressive moving average noise
- The perturbed compound Poisson risk process with investment and debit interest
- The perturbed Sparre Andersen model with a threshold dividend strategy
- Tutorial on maximum likelihood estimation
Cited in
(8)- Recursive parameter estimation algorithm for multivariate output-error systems
- Model equivalence-based identification algorithm for equation-error systems with colored noise
- Maximum likelihood least squares identification for systems with autoregressive moving average noise
- Recursive maximum likelihood identification method for a multivariable controlled autoregressive moving average system
- Maximum likelihood-based recursive least-squares estimation for multivariable systems using the data filtering technique
- Maximum likelihood-based adaptive differential evolution identification algorithm for multivariable systems in the state-space form
- Decomposition-based maximum likelihood gradient iterative algorithm for multivariate systems with colored noise
- Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise
This page was built for publication: Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1797200)
