Two-stage recursive least squares parameter estimation algorithm for output error models

DOI10.1016/J.MCM.2011.09.039zbMATH Open1255.93133OpenAlexW2006945230MaRDI QIDQ1931035FDOQ1931035

Authors: Honghong Duan, Jie Jia, Ruifeng Ding 

Publication date: 24 January 2013

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2011.09.039

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zbMATH Keywords

least squaresauxiliary modeldecomposition techniquetwo-stage algorithm

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Cites Work

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• 2-norm based recursive design of transmultiplexers with designable filter length
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Cited In (21)

• On Bernoulli's method
• Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems
• Recursive computational formulas of the least squares criterion functions for scalar system identification
• A two-stage algorithm of adaptive model-based parameter estimation and its application in the fast calculation of Green's function in multi-layer soils
• Signal modeling using the gradient search
• Auxiliary model based least squares parameter estimation algorithm for feedback nonlinear systems using the hierarchical identification principle
• Title not available (Why is that?)
• Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise
• Two-stage least squares based iterative estimation algorithm for CARARMA system modeling
• Recursive parameter estimation algorithm for multivariate output-error systems
• Recursive algorithm for the two-stage EFOP estimation method
• Recursions for the two-stage least-squares estimators
• Recursive least squares estimation algorithm applied to a class of linear-in-parameters output error moving average systems
• Title not available (Why is that?)
• Decomposition based least squares iterative estimation algorithm for two-input single-output output error systems
• Short-time linear quadratic form technique for estimating fast-varying parameters in feedback loops
• Three-stage recursive least squares parameter estimation for controlled autoregressive autoregressive systems
• Parameter estimation of induction machine at standstill using two-stage recursive least squares method
• Two-Stage Recursive Least Squares Parameter Identification for Cascade Systems with Dead Zone
• Two-stage least squares recursive identification for generalized output error models
• Multistage least squares based iterative estimation for feedback nonlinear systems with moving average noises using the hierarchical identification principle

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