Recursive least squares and multi-innovation stochastic gradient parameter estimation methods for signal modeling

DOI10.1007/S00034-016-0378-4zbMATH Open1370.94286OpenAlexW2486114526MaRDI QIDQ2400928FDOQ2400928

Authors: Ling Xu, Feng Ding 

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/s00034-016-0378-4

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zbMATH Keywords

parameter estimationleast squaresrecursive algorithmFourier seriessignal modelingsine signal

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Least squares and related methods for stochastic control systems (93E24)

Cites Work

• 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
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• Recursive least squares parameter estimation for a class of output nonlinear systems based on the model decomposition
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• Recursive identification of FIR systems with binary-valued outputs and communication channels
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Cited In (61)

• Numerical solutions of singular initial value problems in the second-order ordinary differential equations using hybrid orthonormal Bernstein and block-pulse functions
• Hierarchical recursive signal modeling for multifrequency signals based on discrete measured data
• Iterative parameter and order identification for fractional-order nonlinear finite impulse response systems using the key term separation
• Iterative identification methods for a class of bilinear systems by using the particle filtering technique
• Maximum likelihood hierarchical least squares-based iterative identification for dual-rate stochastic systems
• Hierarchical recursive least squares algorithms for Hammerstein nonlinear autoregressive output-error systems
• Auxiliary model-based multi-innovation recursive identification algorithms for an input nonlinear controlled autoregressive moving average system with variable-gain nonlinearity
• Design of multi innovation fractional LMS algorithm for parameter estimation of input nonlinear control autoregressive systems
• Iterative identification algorithms for bilinear-in-parameter systems with autoregressive moving average noise
• Gradient iterative algorithm for dual-rate nonlinear systems based on a novel particle filter
• Particle filtering based parameter estimation for systems with output-error type model structures
• New proof of the gradient-based iterative algorithm for a complex conjugate and transpose matrix equation
• Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory
• Three‐stage forgetting factor stochastic gradient parameter estimation methods for a class of nonlinear systems
• A recursive least squares parameter estimation algorithm for output nonlinear autoregressive systems using the input-output data filtering
• Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity
• Iterative parameter estimation algorithms for dual-frequency signal models
• Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory
• Variational Bayesian-based iterative algorithm for ARX models with random missing outputs
• Active fault-tolerant linear parameter varying control for the pitch actuator of wind turbines
• Signal modeling using the gradient search
• Least-squares-based iterative and gradient-based iterative estimation algorithms for bilinear systems
• Recursive least-squares algorithm for a characteristic model with coloured noise by means of the data filtering technique
• Variational Bayesian identification for bilinear state space models with Markov‐switching time delays
• The maximum likelihood least squares based iterative estimation algorithm for bilinear systems with autoregressive moving average noise
• Multi‐innovation gradient parameter estimation for multivariable systems based on the maximum likelihood principle
• Recursive least squares and multi-innovation gradient estimation algorithms for bilinear stochastic systems
• The eigenvalues range of a class of matrices and some applications in Cauchy-Schwarz inequality and iterative methods
• The gradient-based iterative estimation algorithms for bilinear systems with autoregressive noise
• Combined state and parameter estimation for a bilinear state space system with moving average noise
• Two-stage multi-innovation stochastic gradient algorithm for multivariate output-error ARMA systems based on the auxiliary model
• Filtering based parameter estimation for observer canonical state space systems with colored noise
• Data filtering based maximum likelihood extended gradient method for multivariable systems with autoregressive moving average noise
• Multiperiodicity and exponential attractivity of neural networks with mixed delays
• A recursive parameter estimation algorithm for modeling signals with multi-frequencies
• Recursive least squares identification methods for multivariate pseudo-linear systems using the data filtering
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• Data filtering based forgetting factor stochastic gradient algorithm for Hammerstein systems with saturation and preload nonlinearities
• Maximum likelihood based identification methods for rational models
• Iterative parameter estimation for signal models based on measured data
• State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors
• On some parameter estimation algorithms for the nonlinear exponential autoregressive model
• Functional learning in signal processing via least squares
• Recursive parameter identification of the dynamical models for bilinear state space systems
• The data filtering based generalized stochastic gradient parameter estimation algorithms for multivariate output-error autoregressive systems using the auxiliary model
• Data filtering-based multi-innovation forgetting gradient algorithms for input nonlinear FIR-MA systems with piecewise-linear characteristics
• Gradient-based recursive identification methods for input nonlinear equation error closed-loop systems
• A recursive identification algorithm for Wiener nonlinear systems with linear state-space subsystem
• Highly computationally efficient state filter based on the delta operator
• Decomposition-based recursive least squares identification methods for multivariate pseudo-linear systems using the multi-innovation
• An innovative fractional order LMS algorithm for power signal parameter estimation
• New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering
• State space model identification of multirate processes with time-delay using the expectation maximization
• Some stochastic gradient algorithms for Hammerstein systems with piecewise linearity
• Identification of Wiener channels using a tensor approach
• Model recovery for Hammerstein systems using the hierarchical orthogonal matching pursuit method
• Developing Kaczmarz method for solving Sylvester matrix equations

Uses Software

• SCALCG

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