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

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

Authors: Jing Chen, Yanjun Liu 

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

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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

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• Analysis of dual-rate inferential control systems
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Cited In (8)

• Fractional-based stochastic gradient algorithms for time-delayed ARX models
• Identification of switched FIR systems with random missing outputs: a variational Bayesian approach
• Variational Bayesian approach for ARX systems with missing observations and varying time-delays
• Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems
• The Nesterov accelerated gradient algorithm for auto-regressive exogenous models with random lost measurements: interpolation method and auxiliary model method
• Identification of jump Markov autoregressive exogenous systems with missing measurements
• Modified Kalman filtering based multi-step-length gradient iterative algorithm for ARX models with random missing outputs
• Variational Bayesian Inference for Parametric and Nonparametric Regression With Missing Data

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