Auxiliary model method for transfer function estimation from noisy input and output data

DOI10.1016/J.APM.2014.12.040MaRDI QIDQ2282891zbMATH OpenOpenAlexFDO

Authors Yong Zhang, Zhe Zhao, Guimei Cui

Publication date 20 December 2019

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

Full work available at URL https://doi.org/10.1016/j.apm.2014.12.040

zbMATH Keywords

auxiliary modelerrors in variables systemsleast squaresparameter estimates

Mathematics Subject Classification ID

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

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Cites work

• A bias correction method for identification of linear dynamic errors-in-variables models
• Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
• An efficient hierarchical identification method for general dual-rate sampled-data systems
• Bias compensation methods for stochastic systems with colored noise
• Combined state and least squares parameter estimation algorithms for dynamic systems
• Comparisons of bias compensation methods and other identification approaches for Box-Jenkins models
• Errors-in-variables methods in system identification
• Hierarchical multi-innovation stochastic gradient algorithm for Hammerstein nonlinear system modeling
• Identifiability of errors in variables dynamic systems
• Identification of errors-in-variables systems with nonlinear output observations
• Parameter estimation of stochastic linear systems with noisy input
• Transfer function estimation from noisy input and output data
• Unbiased Recursive Least-Squares Estimation Utilizing Dichotomous Coordinate-Descent Iterations

Cited in

(10)

• Auxiliary model based multi-innovation stochastic gradient identification algorithm for periodically non-uniformly sampled-data Hammerstein systems
• Coupled least squares identification algorithms for multivariate output-error systems
• A novel two-stage estimation algorithm for nonlinear Hammerstein-Wiener systems from noisy input and output data
• Prescribed performance of discrete-time controller based on the dynamic equivalent data model
• A note on transfer function model specification with noisy closed-loop input data
• scientific article; zbMATH DE number 27317 (Why is no real title available?)
• Transfer function estimation from noisy input and output data
• Iterative identification methods for a class of bilinear systems by using the particle filtering technique
• Particle filtering-based recursive identification for controlled auto-regressive systems with quantised output
• Iterative parameter estimation methods for dual-rate sampled-data bilinear systems by means of the data filtering technique

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