The maximum likelihood least squares based iterative estimation algorithm for bilinear systems with autoregressive moving average noise

DOI10.1016/J.JFRANKLIN.2017.05.017zbMATH Open1367.93628OpenAlexW2612205394MaRDI QIDQ2011872FDOQ2011872

Authors: Meihang Li, Ximei Liu, Feng Ding 

Publication date: 27 July 2017

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2017.05.017

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zbMATH Keywords

parameter estimationbilinear systemsystem modelingmaximum likelihood methodsleast squares based iterative (LSI) algorithm

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Cites Work

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Cited In (30)

• Iterative identification algorithms for bilinear-in-parameter systems with autoregressive moving average noise
• Improved input and state estimation for linear stochastic systems with direct feedthrough
• Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory
• Least-squares-based iterative and gradient-based iterative estimation algorithms for bilinear systems
• Multi-step-length gradient iterative algorithm for equation-error type models
• Generalized Nonlinear Stiffness Identification on Controlled Mechanical Vibrating Systems
• Maximum likelihood least squares identification for systems with autoregressive moving average noise
• Auxiliary model based recursive generalized least squares identification algorithm for multivariate output-error autoregressive systems using the decomposition technique
• The eigenvalues range of a class of matrices and some applications in Cauchy-Schwarz inequality and iterative methods
• Hierarchical maximum likelihood generalized extended stochastic gradient algorithms for bilinear‐in‐parameter systems
• A relaxed gradient based algorithm for solving generalized coupled Sylvester matrix equations
• Combined state and parameter estimation for a bilinear state space system with moving average noise
• Recursive parameter estimation algorithm for multivariate output-error systems
• Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique
• Particle swarm optimization iterative identification algorithm and gradient iterative identification algorithm for Wiener systems with colored noise
• Recursive and iterative least squares parameter estimation algorithms for multiple-input-output-error systems with autoregressive noise
• The hierarchical iterative identification algorithm for multi-input-output-error systems with autoregressive noise
• Iterative parameter estimation for signal models based on measured data
• The filtering‐based maximum likelihood iterative estimation algorithms for a special class of nonlinear systems with autoregressive moving average noise using the hierarchical identification principle
• A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation
• Gradient based approach for generalized discrete-time periodic coupled Sylvester matrix equations
• Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems
• Generalized continuous mixed p‐norm based sliding window algorithm for a bilinear system with impulsive noise
• The data filtering based generalized stochastic gradient parameter estimation algorithms for multivariate output-error autoregressive systems using the auxiliary model
• \(\mathcal{L}_p\)-norm of the LMS algorithm for bilinear forms with \(\alpha\)-stable processes
• Controllability of discrete-time inhomogeneous bilinear systems with real spectrum: algebraically verifiable criteria
• Robust estimation of linear state space models
• Biased compensation recursive least squares-based threshold algorithm for time-delay rational models via redundant rule
• Analysis of nonlinear state space model with dependent measurement noises
• Endpoint regularity of discrete multisublinear fractional maximal operators associated with \(\ell^1\)-balls

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