Recursive least squares and multi-innovation gradient estimation algorithms for bilinear stochastic systems

DOI10.1007/s00034-016-0337-0zbMath1368.93797OpenAlexW2404621922MaRDI QIDQ2399133

Dandan Meng

Publication date: 21 August 2017

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-016-0337-0

zbMATH Keywords

parameter estimationleast squaresbilinear systemmulti-innovation identification

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (12)

Data filtering based maximum likelihood extended gradient method for multivariable systems with autoregressive moving average noise ⋮ Least-squares-based iterative and gradient-based iterative estimation algorithms for bilinear systems ⋮ The gradient-based iterative estimation algorithms for bilinear systems with autoregressive noise ⋮ The hierarchical iterative identification algorithm for multi-input-output-error systems with autoregressive noise ⋮ New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering ⋮ Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory ⋮ Recursive and iterative least squares parameter estimation algorithms for multiple-input-output-error systems with autoregressive noise ⋮ The maximum likelihood least squares based iterative estimation algorithm for bilinear systems with autoregressive moving average noise ⋮ Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model ⋮ The filtering‐based maximum likelihood iterative estimation algorithms for a special class of nonlinear systems with autoregressive moving average noise using the hierarchical identification principle ⋮ Hierarchical parameter and state estimation for bilinear systems ⋮ Decomposition-based recursive least squares identification methods for multivariate pseudo-linear systems using the multi-innovation

Uses Software

• Wiener-Hammerstein Benchmark

Cites Work

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