Kalman filtering based gradient estimation algorithms for observer canonical state-space systems with moving average noises
DOI10.1016/J.JFRANKLIN.2018.12.031zbMATH Open1415.93259OpenAlexW2941299966WikidataQ127963176 ScholiaQ127963176MaRDI QIDQ2423917FDOQ2423917
Authors: Ting Cui, Feng Ding, Tasawar Hayat, Xiangli Li
Publication date: 21 June 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.2018.12.031
Recommendations
- Gradient-based parameter identification algorithms for observer canonical state space systems using state estimates
- Filtering based parameter estimation for observer canonical state space systems with colored noise
- Kalman state filtering based least squares iterative parameter estimation for observer canonical state space systems using decomposition
- Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises
- Identification methods for canonical state space systems
Filtering in stochastic control theory (93E11) Canonical structure (93B10) Identification in stochastic control theory (93E12)
Cites Work
- Blind multivariable ARMA subspace identification
- Two-stage least squares based iterative estimation algorithm for CARARMA system modeling
- A novel parameter separation based identification algorithm for Hammerstein systems
- Hierarchical gradient parameter estimation algorithm for Hammerstein nonlinear systems using the key term separation principle
- Recursive parameter identification of the dynamical models for bilinear state space systems
- Recursive and iterative least squares parameter estimation algorithms for observability canonical state space systems
- Kalman state filtering based least squares iterative parameter estimation for observer canonical state space systems using decomposition
- Gradient-based parameter identification algorithms for observer canonical state space systems using state estimates
- A recursive identification algorithm for Wiener nonlinear systems with linear state-space subsystem
- Dissipative fault-tolerant control for nonlinear singular perturbed systems with Markov jumping parameters based on slow state feedback
- Analysis, detection and correction of misspecified discrete time state space models
- Robust extended fractional Kalman filter for nonlinear fractional system with missing measurements
- A filtering based multi-innovation gradient estimation algorithm and performance analysis for nonlinear dynamical systems
- Improving transient performance of adaptive control via a modified reference model and novel adaptation
- Gradient iterative algorithm for dual-rate nonlinear systems based on a novel particle filter
- A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation
- Identification of structured state-space models
- Slow State Variables Feedback Stabilization for Semi-Markov Jump Systems With Singular Perturbations
- Modified multi-innovation stochastic gradient algorithm for Wiener-Hammerstein systems with backlash
- A relaxed gradient based algorithm for solving generalized coupled Sylvester matrix equations
- Combined state and parameter estimation for a bilinear state space system with moving average noise
- Recursive and iterative least squares parameter estimation algorithms for multiple-input-output-error systems with autoregressive noise
- Iterative parameter estimation for signal models based on measured data
- Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique
- The hierarchical iterative identification algorithm for multi-input-output-error systems with autoregressive noise
- Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications
- State and fault estimation of sandwich systems with hysteresis
- Global stabilization for a class of stochastic nonlinear systems with SISS-like conditions and time delay
- Marginalized approximate filtering of state‐space models
Cited In (8)
- Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise
- Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises
- Parameter estimation for a multi-input multi-output state-space system with unmeasurable states through the data filtering technique
- Filtering based parameter estimation for observer canonical state space systems with colored noise
- Gradient-based parameter identification algorithms for observer canonical state space systems using state estimates
- Kalman state filtering based least squares iterative parameter estimation for observer canonical state space systems using decomposition
- Data filtering‐based parameter estimation algorithms for a class of nonlinear systems with colored noises
- Maximum likelihood-based adaptive differential evolution identification algorithm for multivariable systems in the state-space form
This page was built for publication: Kalman filtering based gradient estimation algorithms for observer canonical state-space systems with moving average noises
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2423917)