Aitken based modified Kalman filtering stochastic gradient algorithm for dual-rate nonlinear models
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Publication:2416724
DOI10.1016/j.jfranklin.2019.04.009zbMath1412.93089OpenAlexW2939104328MaRDI QIDQ2416724
Jing Chen, Yong Zhang, Yanjun Liu, Quanmin Zhu
Publication date: 24 May 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.2019.04.009
Related Items (6)
Identification of dual‐rate sampled errors‐in‐variables systems with time delays ⋮ Identification of dual‐rate sampled nonlinear systems based on the cycle reservoir with regular jumps network ⋮ Multi-innovation stochastic gradient parameter and state estimation algorithm for dual-rate state-space systems with \(d\)-step time delay ⋮ Two-stage gradient-based iterative algorithm for bilinear stochastic systems over the moving data window ⋮ An interactive maximum likelihood estimation method for multivariable Hammerstein systems ⋮ Hierarchical least squares identification for feedback nonlinear equation-error systems
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