A recursive parameter estimation algorithm for modeling signals with multi-frequencies
From MaRDI portal
Publication:2193644
DOI10.1007/S00034-020-01356-3zbMATH Open1452.94026OpenAlexW3004910756MaRDI QIDQ2193644FDOQ2193644
Authors: Ling Xu, Guanglei Song
Publication date: 20 August 2020
Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00034-020-01356-3
Recommendations
- Iterative parameter estimation for signal models based on measured data
- Recursive least squares and multi-innovation stochastic gradient parameter estimation methods for signal modeling
- Recursive estimation of frequencies and frequency rates of multiple cisoids in noise
- An algorithm for frequency estimation of signals composed of multiple single-tones
- Estimation of polyharmonic signal parameters
Cites Work
- An extension of Paulsen-Gjessing's risk model with stochastic return on investments
- Hierarchical parameter and state estimation for bilinear systems
- Joint optimization of cooperative spectrum sensing and resource allocation in multi-channel cognitive radio sensor networks
- Exit problems for jump processes with applications to dividend problems
- Initial estimates for Wiener-Hammerstein models using phase-coupled multisines
- A new approach based on the Newton's method to solve systems of nonlinear equations
- Optimality of the threshold dividend strategy for the compound Poisson model
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes
- Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering
- New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering
- Recursive parameter estimation algorithm for multivariate output-error systems
- Local instantaneous frequency estimation of multi-component signals
- The perturbed compound Poisson risk process with investment and debit interest
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory
- Subspace identification of individual systems in a large-scale heterogeneous network
- Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model
- Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
- Filtering-based multistage recursive identification algorithm for an input nonlinear output-error autoregressive system by using the key term separation technique
- Particle filtering based parameter estimation for systems with output-error type model structures
- The innovation algorithms for multivariable state-space models
- ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
- State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors
- 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
- Constrained Subspace Method for the Identification of Structured State-Space Models (COSMOS)
- Kernel-based identification of Wiener-Hammerstein system
- Iterative parameter estimation for signal models based on measured data
- Newton method for symmetric quartic polynomial
- Semismooth Newton methods with domain decomposition for American options
- Recursive identification of systems with binary-valued outputs and with ARMA noises
- Domains of global convergence for Newton's method from auxiliary points
- An iteration method for solving the linear system \(Ax=b\)
- Parametric solutions to generalized periodic Sylvester bimatrix equations
Cited In (80)
- Cauchy kernel correntropy-based robust multi-innovation identification method for the nonlinear exponential autoregressive model in non-Gaussian environment
- Decomposition-based maximum likelihood gradient iterative algorithm for multivariate systems with colored noise
- Parameter estimation for a class of time‐varying systems with the invariant matrix
- Parameter estimation of multiple‐input single‐output Hammerstein controlled autoregressive system based on improved adaptive moment estimation algorithm
- Separation identification approach for the <scp>Hammerstein‐Wiener</scp> nonlinear systems with process noise using correlation analysis
- Parameter estimation for a multi-input multi-output state-space system with unmeasurable states through the data filtering technique
- Parameter estimation methods of linear continuous-time time-delay systems from multi-frequency response data
- Identification of dual‐rate sampled nonlinear systems based on the cycle reservoir with regular jumps network
- Multi‐innovation gradient‐based iterative identification methods for feedback nonlinear systems by using the decomposition technique
- Auxiliary model maximum likelihood gradient-based iterative identification for feedback nonlinear systems
- Convergence analysis of a synchronous gradient estimation scheme for time-varying parameter systems
- Improved gravitational search and gradient iterative identification for multivariable Hammerstein time-delay systems
- Hierarchical recursive least squares parameter estimation methods for multiple-input multiple-output systems by using the auxiliary models
- Gradient-based recursive parameter estimation for a periodically nonuniformly sampled-data Hammerstein-Wiener system based on the key-term separation
- Recursive least squares estimation methods for a class of nonlinear systems based on non-uniform sampling
- Hierarchical recursive least squares algorithms for Hammerstein nonlinear autoregressive output-error systems
- Identification of Wiener systems based on the variable forgetting factor multierror stochastic gradient and the key term separation
- A novel nonlinear optimization method for fitting a noisy Gaussian activation function
- Auxiliary model-based multi-innovation recursive identification algorithms for an input nonlinear controlled autoregressive moving average system with variable-gain nonlinearity
- Identification and U-control of a state-space system with time-delay
- Sliding window iterative identification for nonlinear closed-loop systems based on the maximum likelihood principle
- Hierarchical gradient-based iterative parameter estimation algorithms for a nonlinear feedback system based on the hierarchical identification principle
- Parameter estimation for a class of radial basis function-based nonlinear time-series models with moving average noises
- Hierarchical gradient- and least squares-based iterative algorithms for input nonlinear output-error systems using the key term separation
- High accuracy estimation of multi-frequency signal parameters by improved phase linear regression
- Estimation of polyharmonic signal parameters
- Three‐stage forgetting factor stochastic gradient parameter estimation methods for a class of nonlinear systems
- Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity
- Iterative parameter estimation algorithms for dual-frequency signal models
- Identification of dual‐rate sampled errors‐in‐variables systems with time delays
- A finite iterative algorithm for the general discrete-time periodic Sylvester matrix equations
- Recursive least-squares algorithm for a characteristic model with coloured noise by means of the data filtering technique
- Identification of the nonlinear systems based on the kernel functions
- Multi‐innovation gradient parameter estimation for multivariable systems based on the maximum likelihood principle
- Decomposition strategy-based hierarchical least mean square algorithm for control systems from the impulse responses
- Least squares parameter estimation and multi-innovation least squares methods for linear fitting problems from noisy data
- Modification on the convergence results of the Sylvester matrix equation \(AX+XB=C\)
- Filtering-based recursive least squares estimation approaches for multivariate equation-error systems by using the multiinnovation theory
- Hierarchical recursive signal modeling for multifrequency signals based on discrete measured data
- Iterative parameter and order identification for fractional-order nonlinear finite impulse response systems using the key term separation
- Iterative identification methods for a class of bilinear systems by using the particle filtering technique
- Maximum likelihood hierarchical least squares-based iterative identification for dual-rate stochastic systems
- Filtering‐based multi‐innovation recursive identification methods for input nonlinear systems with piecewise‐linear nonlinearity based on the optimization criterion
- Hierarchical maximum likelihood generalized extended stochastic gradient algorithms for bilinear‐in‐parameter systems
- Decomposition‐based over‐parameterization forgetting factor stochastic gradient algorithm for Hammerstein‐Wiener nonlinear systems with non‐uniform sampling
- Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise
- Finite-time adaptive control for nonlinear systems with uncertain parameters based on the command filters
- Modified particle filtering‐based robust estimation for a networked control system corrupted by impulsive noise
- Bias compensated stochastic gradient algorithm for identification of an ARX‐type nonlinear rational model and its application in modeling of the dynamic of the cellular toxicity
- Multierror stochastic gradient algorithm for identification of a Hammerstein system with random noise and its application in the modeling of a continuous stirring tank reactor
- A frequency domain global parameter estimation method for multiple reference frequency response measurements
- Three‐stage least squares‐based iterative estimation algorithms for bilinear state‐space systems based on the bilinear state estimator
- An algorithm for frequency estimation of signals composed of multiple single-tones
- Multi‐innovation Newton recursive methods for solving the support vector machine regression problems
- Recursive multi-channel matrix pencil method
- Data filtering‐based parameter estimation algorithms for a class of nonlinear systems with colored noises
- Separable multi-innovation Newton iterative modeling algorithm for multi-frequency signals based on the sliding measurement window
- Multi-innovation gradient estimation algorithms and convergence analysis for feedback nonlinear equation-error moving average systems
- An efficient inversion-free method for solving the nonlinear matrix equation \(X^p + \sum_{j=1}^ma_j^*X^{-q_j}a_j=Q\)
- Iterative parameter estimation for signal models based on measured data
- Identification of an ARX model with impulse noise using a variable step size information gradient algorithm based on the kurtosis and minimum Renyi error entropy
- Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique
- A novel dynamic nonlinear partial least squares based on the cascade structure
- Iterative parameter identification algorithms for the generalized time‐varying system with a measurable disturbance vector
- Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise
- Accelerated identification algorithms for rational models based on the vector transformation
- Auxiliary model‐based iterative parameter estimation for a nonlinear output‐error system with saturation and dead‐zone nonlinearity
- The data filtering based multiple‐stage Levenberg–Marquardt algorithm for Hammerstein nonlinear systems
- Modeling nonlinear systems using the tensor network B‐spline and the multi‐innovation identification theory
- Data filtering-based multi-innovation forgetting gradient algorithms for input nonlinear FIR-MA systems with piecewise-linear characteristics
- An efficient recursive identification algorithm for multilinear systems based on tensor decomposition
- Partially-coupled nonlinear parameter optimization algorithm for a class of multivariate hybrid models
- Iterative parameter identification algorithms for transformed dynamic rational fraction input-output systems
- Parameter estimation for nonlinear Volterra systems by using the multi-innovation identification theory and tensor decomposition
- Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data
- Model recovery for multi-input signal-output nonlinear systems based on the compressed sensing recovery theory
- Convergence analysis of the modified adaptive extended Kalman filter for the parameter estimation of a brushless DC motor
- Developing Kaczmarz method for solving Sylvester matrix equations
- A recursive scheme for frequency estimation using the modulating functions method
- Recursive least squares and multi-innovation stochastic gradient parameter estimation methods for signal modeling
This page was built for publication: A recursive parameter estimation algorithm for modeling signals with multi-frequencies
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2193644)