Parameter estimation for a controlled autoregressive autoregressive moving average system based on a recursive framework

DOI10.1016/j.apm.2022.09.001zbMath1505.62499OpenAlexW4296606004MaRDI QIDQ2110838

Huanlong Zhang, Jie Zhang, Xuemei Ren, Linwei Li

Publication date: 23 December 2022

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2022.09.001

zbMATH Keywords

recursive identificationcriterion functionCARARMAinitial parameter data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Combined parameter and output estimation of dual-rate systems using an auxiliary model
• Design of multi innovation fractional LMS algorithm for parameter estimation of input nonlinear control autoregressive systems
• Subspace identification with moment matching
• Hierarchical gradient-based identification of multivariable discrete-time systems
• Parameter estimation for nonlinear Volterra systems by using the multi-innovation identification theory and tensor decomposition
• Design of fractional hierarchical gradient descent algorithm for parameter estimation of nonlinear control autoregressive systems
• Consistency analysis of the simplified refined instrumental variable method for continuous-time systems
• An innovative fractional order LMS algorithm for power signal parameter estimation
• A novel recursive learning identification scheme for Box-Jenkins model based on error data
• Design of normalized fractional adaptive algorithms for parameter estimation of control autoregressive autoregressive systems
• Normalized fractional adaptive methods for nonlinear control autoregressive systems
• Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model
• Errors-in-variables identification using maximum likelihood estimation in the frequency domain
• Particle filtering based parameter estimation for systems with output-error type model structures
• Linear parameter-varying subspace identification: a unified framework
• Generalized parameter estimation-based observers: application to power systems and chemical-biological reactors
• Recursive Maximum Likelihood Algorithm for Dependent Observations
• Two‐stage auxiliary model gradient‐based iterative algorithm for the input nonlinear controlled autoregressive system with variable‐gain nonlinearity
• Frequency-Domain Prony Method for Autoregressive Model Identification and Sinusoidal Parameter Estimation
• Identification of time‐varying OE models in presence of non‐Gaussian noise: Application to pneumatic servo drives
• State and parameter joint estimation of linear stochastic systems in presence of faults and <scp>non‐Gaussian</scp> noises
• Maximum likelihood least squares‐based iterative methods for output‐error bilinear‐parameter models with colored noises

This page was built for publication: Parameter estimation for a controlled autoregressive autoregressive moving average system based on a recursive framework