Variational Bayesian-based iterative algorithm for ARX models with random missing outputs

DOI10.1007/S00034-017-0612-8zbMATH Open1418.93057OpenAlexW2735361827MaRDI QIDQ2003291FDOQ2003291

Yanjun Liu, Jing Chen

Publication date: 16 July 2019

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-017-0612-8

Recommendations

• Variational Bayesian approach for ARX systems with missing observations and varying time-delays
• Identification of switched FIR systems with random missing outputs: a variational Bayesian approach
• Identification of ARX-models subject to missing data
• Gaussian scale mixture models for robust linear multivariate regression with missing data
• Un algoritmo iterativo para la estimacion de modelos arma con ausencia de observaciones

zbMATH Keywords

parameter estimationiterative algorithmARX modelvariational Bayesian approachmissing outputs

Mathematics Subject Classification ID

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

Cites Work

• Distributed receding horizon control of constrained nonlinear vehicle formations with guaranteed \(\gamma\)-gain stability
• Unified synchronization criteria for hybrid switching-impulsive dynamical networks
• Iterative identification of Hammerstein systems
• Kalman state filtering based least squares iterative parameter estimation for observer canonical state space systems using decomposition
• A recursive least squares algorithm for pseudo-linear ARMA systems using the auxiliary model and the filtering technique
• Several gradient parameter estimation algorithms for dual-rate sampled systems
• Parameterization and identification of multivariable state-space systems: a canonical approach
• Consistency of the robust recursive Hammerstein model identification algorithm
• Recursive least squares and multi-innovation stochastic gradient parameter estimation methods for signal modeling
• EM algorithm-based identification of a class of nonlinear Wiener systems with missing output data
• Modeling and identification of systems with backlash
• Continuous-time model predictive control of under-actuated spacecraft with bounded control torques
• Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering
• Parameter estimation algorithms for Hammerstein output error systems using Levenberg-Marquardt optimization method with varying interval measurements
• Analysis of dual-rate inferential control systems
• Least-squares-based iterative and gradient-based iterative estimation algorithms for bilinear systems
• The gradient-based iterative estimation algorithms for bilinear systems with autoregressive noise
• Multiperiodicity and exponential attractivity of neural networks with mixed delays
• Gradient iterative algorithm for dual-rate nonlinear systems based on a novel particle filter
• Distributed moving horizon state estimation of two-time-scale nonlinear systems
• Hierarchical stochastic gradient algorithm and its performance analysis for a class of bilinear-in-parameter systems

Cited In (4)

• Fractional-based stochastic gradient algorithms for time-delayed ARX models
• Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems
• Identification of jump Markov autoregressive exogenous systems with missing measurements
• Variational Bayesian Inference for Parametric and Nonparametric Regression With Missing Data

This page was built for publication: Variational Bayesian-based iterative algorithm for ARX models with random missing outputs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2003291)