Aitken based modified Kalman filtering stochastic gradient algorithm for dual-rate nonlinear models

DOI10.1016/J.JFRANKLIN.2019.04.009MaRDI QIDQ2416724zbMATH OpenOpenAlexFDO

Authors Jing Chen, Yong Zhang, Quanmin Zhu, Yanjun Liu

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

zbMATH Keywords

Aitken based modified Kalman filteringdual-rate nonlinear models

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11)

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Cites work

• A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation
• Biased compensation recursive least squares-based threshold algorithm for time-delay rational models via redundant rule
• Combined state and parameter estimation for a bilinear state space system with moving average noise
• Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box-Jenkins systems
• Event-triggered dissipative filtering for networked semi-Markov jump systems and its applications in a mass-spring system model
• Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications
• Gradient iterative algorithm for dual-rate nonlinear systems based on a novel particle filter
• Hierarchical gradient parameter estimation algorithm for Hammerstein nonlinear systems using the key term separation principle
• Model recovery for Hammerstein systems using the auxiliary model based orthogonal matching pursuit method
• Model recovery for Hammerstein systems using the hierarchical orthogonal matching pursuit method
• On a robust Aitken-Newton method based on the Hermite polynomial
• Parameter estimation of dual-rate stochastic systems by using an output error method
• Rational model identification using an extended least-squares algorithm
• Recursive least squares algorithm for nonlinear dual-rate systems using missing-output estimation model
• Recursive parameter identification of the dynamical models for bilinear state space systems
• Robust adaptive finite-time parameter estimation and control for robotic systems
• Several gradient parameter estimation algorithms for dual-rate sampled systems
• State estimation incorporating infrequent, delayed and integral measurements
• Time series AR modeling with missing observations based on the polynomial transformation

Cited in

(12)

• Hierarchical least squares identification for feedback nonlinear equation-error systems
• 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
• A new filter‐based stochastic gradient algorithm for dual‐rate ARX models
• 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
• Maximum likelihood hierarchical least squares-based iterative identification for dual-rate stochastic systems
• Two-stage gradient-based iterative algorithms for the fractional-order nonlinear systems by using the hierarchical identification principle
• Gradient iterative algorithm for dual-rate nonlinear systems based on a novel particle filter
• The Aitken accelerated gradient algorithm for a class of dual-rate Volterra nonlinear systems utilizing the self-organizing map technique
• Auxiliary model-based recursive least squares and stochastic gradient algorithms and convergence analysis for feedback nonlinear output-error systems

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