Hierarchical stochastic gradient algorithm and its performance analysis for a class of bilinear-in-parameter systems
From MaRDI portal
Publication:2400914
DOI10.1007/s00034-016-0367-7zbMath1370.93088OpenAlexW2503397322MaRDI QIDQ2400914
Publication date: 31 August 2017
Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00034-016-0367-7
parameter estimationperformance analysishierarchical identificationgradient searchbilinear-in-parameter system
System identification (93B30) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)
Related Items (16)
A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation ⋮ Multi-step-length gradient iterative algorithm for equation-error type models ⋮ Data filtering based maximum likelihood extended gradient method for multivariable systems with autoregressive moving average noise ⋮ Combined state and parameter estimation for a bilinear state space system with moving average noise ⋮ Recursive parameter estimation algorithm for multivariate output-error systems ⋮ An interactive maximum likelihood estimation method for multivariable Hammerstein systems ⋮ The filtering based parameter identification for bilinear-in-parameter systems ⋮ Variational Bayesian-based iterative algorithm for ARX models with random missing outputs ⋮ Model recovery for Hammerstein systems using the hierarchical orthogonal matching pursuit method ⋮ Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems ⋮ Auxiliary model based recursive generalized least squares identification algorithm for multivariate output-error autoregressive systems using the decomposition technique ⋮ Model recovery for Hammerstein systems using the auxiliary model based orthogonal matching pursuit method ⋮ NUMERICAL SOLUTIONS OF SINGULAR INITIAL VALUE PROBLEMS IN THE SECOND-ORDER ORDINARY DIFFERENTIAL EQUATIONS USING HYBRID ORTHONORMAL BERNSTEIN AND BLOCK-PULSE FUNCTIONS ⋮ Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise ⋮ Maximum likelihood based identification methods for rational models ⋮ Weighted hierarchical stochastic gradient identification algorithms for ARX models
Cites Work
- Unnamed Item
- Unnamed Item
- Hierarchical parameter estimation for a class of MIMO Hammerstein systems based on the reframed models
- A proportional differential control method for a time-delay system using the Taylor expansion approximation
- Distributed receding horizon control of constrained nonlinear vehicle formations with guaranteed \(\gamma\)-gain stability
- The recursive least squares identification algorithm for a class of Wiener nonlinear systems
- Novel data filtering based parameter identification for multiple-input multiple-output systems using the auxiliary model
- Recursive least squares parameter estimation for a class of output nonlinear systems based on the model decomposition
- Recursive least squares algorithm and gradient algorithm for Hammerstein-Wiener systems using the data filtering
- Robust \(\mathcal H_\infty\) filtering for nonlinear stochastic systems with uncertainties and Markov delays
- New criteria for the robust impulsive synchronization of uncertain chaotic delayed nonlinear systems
- Parameter estimation with scarce measurements
- Unified synchronization criteria for hybrid switching-impulsive dynamical networks
- Revisiting Hammerstein system identification through the two-stage algorithm for bilinear parameter estimation
- An optimal two-stage identification algorithm for Hammerstein-Wiener nonlinear systems
- A blind approach to the Hammerstein-Wiener model identification
- Parameter identification of a class of nonlinear systems based on the multi-innovation identification theory
- Improved least squares identification algorithm for multivariable Hammerstein systems
- An auxiliary model based least squares algorithm for a dual-rate state space system with time-delay using the data filtering
- Instrumental variable methods for closed-loop system identification
- Identification of Hammerstein-Wiener models
- An iterative numerical algorithm for modeling a class of Wiener nonlinear systems
- Parameter estimation algorithms for multivariable Hammerstein CARMA systems
- Recursive least squares estimation algorithm applied to a class of linear-in-parameters output error moving average 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
- Convergence analysis of the hierarchical least squares algorithm for bilinear-in-parameter systems
- Least squares solutions of bilinear equations
- Modelling and multi-innovation parameter identification for Hammerstein nonlinear state space systems using the filtering technique
- Multistage for identification of Wiener time delay systems based on hierarchical gradient approach
- Kalman state filtering based least squares iterative parameter estimation for observer canonical state space systems using decomposition
This page was built for publication: Hierarchical stochastic gradient algorithm and its performance analysis for a class of bilinear-in-parameter systems