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

DOI10.1016/J.JFRANKLIN.2017.05.017MaRDI QIDQ2011872zbMATH OpenOpenAlexFDO

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

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)

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Cited in

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• 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
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• Least-squares-based iterative and gradient-based iterative estimation algorithms for bilinear systems
• Maximum likelihood least squares identification method for active noise control systems with autoregressive moving average noise
• Maximum likelihood least squares identification for systems with autoregressive moving average noise
• Multi-step-length gradient iterative algorithm for equation-error type models
• Auxiliary model based recursive generalized least squares identification algorithm for multivariate output-error autoregressive systems using the decomposition technique
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