Adaptive filtering-based recursive identification for time-varying Wiener output-error systems with unknown noise statistics

DOI10.1016/J.JFRANKLIN.2019.11.005zbMATH Open1429.93400OpenAlexW2982998777WikidataQ126827150 ScholiaQ126827150MaRDI QIDQ2291129FDOQ2291129

Authors: Zhu Wang, Haoran An, Xionglin Luo 

Publication date: 30 January 2020

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

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2019.11.005

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zbMATH Keywords

adaptive filtering recursive identificationmartingale hyperconvergence theoremWiener output-error systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

• Least squares based and gradient based iterative identification for Wiener nonlinear systems
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• Stability of the Kalman filter for continuous time output error systems
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• Strong consistence of recursive identification for Wiener systems
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• Adaptive Kalman filter for actuator fault diagnosis
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• Vehicle state estimation based on minimum model error criterion combining with extended Kalman filter
• On stability of the Kalman filter for discrete time output error systems
• Recursive least squares identification of hybrid Box-Jenkins model structure in open-loop and closed-loop
• Fully Distributed Resilience for Adaptive Exponential Synchronization of Heterogeneous Multiagent Systems Against Actuator Faults
• Asymptotic adaptive control of nonlinear systems with elimination of overparametrization in a Nussbaum-like design

Cited In (3)

• Overall recursive least squares and overall stochastic gradient algorithms and their convergence for feedback nonlinear controlled autoregressive systems
• Gradient-based recursive parameter estimation for a periodically nonuniformly sampled-data Hammerstein-Wiener system based on the key-term separation
• Estimation of Wiener nonlinear systems with measurement noises utilizing correlation analysis and Kalman filter

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