Recursive least squares estimation algorithm applied to a class of linear-in-parameters output error moving average systems

DOI10.1016/J.AML.2013.10.011MaRDI QIDQ2345329zbMATH OpenOpenAlexFDO

Authors Cheng Wang, Tao Tang

Publication date 19 May 2015

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2013.10.011

zbMATH Keywords

dynamic systemleast squareslinear-in-parameters modelnumerical algorithmparameter estimationrecursive identification

Mathematics Subject Classification ID

Point estimation (62F10) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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Cited in

(54)

• Parameter estimation for an input nonlinear state space system with time delay
• Decomposition based least squares iterative estimation algorithm for two-input single-output output error systems
• Least squares based iterative algorithm for pseudo-linear autoregressive moving average systems using the data filtering technique
• Parameter identification of a class of nonlinear systems based on the multi-innovation identification theory
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• The model equivalence based parameter estimation methods for Box-Jenkins systems
• Recursive parameter estimation algorithm for multivariate output-error systems
• Coupled least squares identification algorithms for multivariate output-error systems
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• Filtering based recursive least squares algorithm for multi-input multioutput Hammerstein models
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• Two-stage recursive least squares parameter estimation algorithm for output error models
• Recursive and iterative least squares parameter estimation algorithms for observability canonical state space systems
• The filtering based maximum likelihood recursive least squares estimation for multiple-input single-output systems
• Least-squares based and gradient based iterative parameter estimation algorithms for a class of linear-in-parameters multiple-input single-output output error systems
• Several gradient-based iterative estimation algorithms for a class of nonlinear systems using the filtering technique
• Application of the Newton iteration algorithm to the parameter estimation for dynamical systems
• Recursive least squares and multi-innovation gradient estimation algorithms for bilinear stochastic systems
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• Unified synchronization criteria for hybrid switching-impulsive dynamical networks
• Gradient-based parameter identification algorithms for observer canonical state space systems using state estimates
• EM algorithm-based identification of a class of nonlinear Wiener systems with missing output data

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• System Identification Toolbox

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