Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise
From MaRDI portal
Publication:2334210
DOI10.1016/j.jfranklin.2019.06.032zbMath1423.93371OpenAlexW2958339834WikidataQ127535924 ScholiaQ127535924MaRDI QIDQ2334210
Lijuan Wan, Longjin Wang, Ni Bu, Yan Ji
Publication date: 7 November 2019
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2019.06.032
Nonlinear systems in control theory (93C10) Least squares and related methods for stochastic control systems (93E24) Stochastic systems in control theory (general) (93E03)
Related Items
Parameter estimation for a class of radial basis function-based nonlinear time-series models with moving average noises ⋮ Separable multi-innovation Newton iterative modeling algorithm for multi-frequency signals based on the sliding measurement window ⋮ Three‐stage least squares‐based iterative estimation algorithms for bilinear state‐space systems based on the bilinear state estimator ⋮ Multi‐innovation gradient parameter estimation for multivariable systems based on the maximum likelihood principle ⋮ Hierarchical maximum likelihood generalized extended stochastic gradient algorithms for bilinear‐in‐parameter systems ⋮ Filtering‐based multi‐innovation recursive identification methods for input nonlinear systems with piecewise‐linear nonlinearity based on the optimization criterion ⋮ 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 ⋮ Three‐stage forgetting factor stochastic gradient parameter estimation methods for a class of nonlinear systems ⋮ Multi‐innovation Newton recursive methods for solving the support vector machine regression problems ⋮ Identification of the nonlinear systems based on the kernel functions ⋮ The modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noise ⋮ Auxiliary model multiinnovation stochastic gradient parameter estimation methods for nonlinear sandwich systems ⋮ Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique ⋮ Iterative parameter identification algorithms for the generalized time‐varying system with a measurable disturbance vector ⋮ Auxiliary model‐based iterative parameter estimation for a nonlinear output‐error system with saturation and dead‐zone nonlinearity ⋮ An finite iterative algorithm for sloving periodic Sylvester bimatrix equations ⋮ Two-stage gradient-based iterative algorithm for bilinear stochastic systems over the moving data window ⋮ Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data ⋮ Some stochastic gradient algorithms for Hammerstein systems with piecewise linearity ⋮ Partially-coupled nonlinear parameter optimization algorithm for a class of multivariate hybrid models ⋮ Hierarchical gradient- and least squares-based iterative algorithms for input nonlinear output-error systems using the key term separation ⋮ Data filtering-based multi-innovation forgetting gradient algorithms for input nonlinear FIR-MA systems with piecewise-linear characteristics ⋮ Decomposition strategy-based hierarchical least mean square algorithm for control systems from the impulse responses ⋮ Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory ⋮ Recursive least-squares algorithm for a characteristic model with coloured noise by means of the data filtering technique
Cites Work
- A proportional differential control method for a time-delay system using the Taylor expansion approximation
- A novel parameter separation based identification algorithm for Hammerstein systems
- Novel data filtering based parameter identification for multiple-input multiple-output systems using the auxiliary model
- Joint optimization of cooperative spectrum sensing and resource allocation in multi-channel cognitive radio sensor networks
- The perturbed compound Poisson risk process with investment and debit interest
- A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation
- Consensus for heterogeneous networked multi-agent systems with switching topology and time-varying delays
- Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique
- Adaptive iterative learning control for nonlinear pure-feedback systems with initial state error based on fuzzy approximation
- Consensus for heterogeneous multi-agent systems under fixed and switching topologies
- Combined state and parameter estimation for a bilinear state space system with moving average noise
- Two-stage least squares based iterative estimation algorithm for CARARMA system modeling
- Recursive parameter identification of the dynamical models for bilinear state space systems
- State space model identification of multirate processes with time-delay using the expectation maximization
- Moving horizon estimation for multirate systems with time-varying time-delays
- Exit problems for jump processes with applications to dividend problems
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes
- Iterative parameter estimation for signal models based on measured data
- Application of the Newton iteration algorithm to the parameter estimation for dynamical systems
- Hierarchical stochastic gradient algorithm and its performance analysis for a class of bilinear-in-parameter systems
- Recursive least squares and multi-innovation stochastic gradient parameter estimation methods for signal modeling
- Particle filtering based parameter estimation for systems with output-error type model structures
- Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint
- Adaptive filtering‐based multi‐innovation gradient algorithm for input nonlinear systems with autoregressive noise
- The truncation method for the Cauchy problem of the inhomogeneous Helmholtz equation
- Iterative estimation for a non-linear IIR filter with moving average noise by means of the data filtering technique
- A filtering based multi-innovation gradient estimation algorithm and performance analysis for nonlinear dynamical systems
- Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses
- Feedback stabilisation of time-delay nonlinear systems with continuous time-varying output function
- Partially coupled gradient estimation algorithm for multivariable equation‐error autoregressive moving average systems using the data filtering technique
- ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
- Highly computationally efficient state filter based on the delta operator
- Maximum-likelihood parameter estimation of bilinear systems
- Nonexponential asymptotics for the solutions of renewal equations, with applications
