Recursive maximum likelihood method for the identification of Hammerstein ARMAX system
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Publication:2292362
DOI10.1016/j.apm.2016.01.062zbMath1465.93222OpenAlexW2255509432MaRDI QIDQ2292362
Publication date: 3 February 2020
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2016.01.062
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Identification in stochastic control theory (93E12)
Related Items (12)
A novel parameter separation based identification algorithm for Hammerstein systems ⋮ Data filtering based forgetting factor stochastic gradient algorithm for Hammerstein systems with saturation and preload nonlinearities ⋮ On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach ⋮ Instrumental variable-based OMP identification algorithm for Hammerstein systems ⋮ Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique ⋮ A novel APSO-aided weighted LSSVM method for nonlinear Hammerstein system identification ⋮ Correlation analysis-based parameter learning of Hammerstein nonlinear systems with output noise ⋮ Hierarchical Newton iterative parameter estimation of a class of input nonlinear systems based on the key term separation principle ⋮ Model recovery for Hammerstein systems using the hierarchical orthogonal matching pursuit method ⋮ Model recovery for Hammerstein systems using the auxiliary model based orthogonal matching pursuit method ⋮ Normalized fractional adaptive methods for nonlinear control autoregressive systems ⋮ Maximum likelihood based identification methods for rational models
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