Particle filtering based parameter estimation for systems with output-error type model structures

From MaRDI portal
Publication:2423919

DOI10.1016/j.jfranklin.2019.04.027zbMath1415.93249OpenAlexW2943893559MaRDI QIDQ2423919

Lijuan Wan, Jie Ding, Jiazhong Chen, Jinxing Lin

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.2019.04.027




Related Items

Bias correction-based recursive estimation for dual-rate output-error systems with sampling noisePARAMETER ESTIMATION OF NONLINEAR OUTPUT ERROR SYSTEM UNDER VARIATIONAL BAYESIAN METHOD BASED ON PROBABILISTIC GRAPHICAL MODELHierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systemsThree‐stage least squares‐based iterative estimation algorithms for bilinear state‐space systems based on the bilinear state estimatorMulti‐innovation gradient parameter estimation for multivariable systems based on the maximum likelihood principleVariational Bayesian identification for bilinear state space models with Markov‐switching time delaysTwo‐stage recursive identification algorithms for a class of nonlinear time series models with colored noiseMaximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearityMulti‐innovation Newton recursive methods for solving the support vector machine regression problemsThe modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noiseData filtering‐based parameter estimation algorithms for a class of nonlinear systems with colored noisesAuxiliary model multiinnovation stochastic gradient parameter estimation methods for nonlinear sandwich systemsThree‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering techniqueThe data filtering based multiple‐stage Levenberg–Marquardt algorithm for Hammerstein nonlinear systemsModel transformation based distributed stochastic gradient algorithm for multivariate output-error systemsA recursive parameter estimation algorithm for modeling signals with multi-frequenciesRecursive identification of errors-in-variables systems based on the correlation analysisStochastic filtering in fractional-order circuitsMomentum‐innovation recursive least squares identification algorithm for a servo turntable system based on the output error modelMulti-innovation stochastic gradient parameter and state estimation algorithm for dual-rate state-space systems with \(d\)-step time delayTwo-stage gradient-based iterative algorithm for bilinear stochastic systems over the moving data windowHierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation dataWeighted parameter estimation for Hammerstein nonlinear ARX systemsThe innovation algorithms for multivariable state‐space modelsRecursive filtering for time-varying systems under duty cycle scheduling based on collaborative predictionHierarchical least squares identification for feedback nonlinear equation-error systemsExpectation maximization identification algorithm for time-delay two-dimensional systemsHierarchical gradient- and least squares-based iterative algorithms for input nonlinear output-error systems using the key term separationRecursive identification of bilinear time-delay systems through the redundant ruleGradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary modelThe filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theoryData filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noiseMaximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theoryState estimation for bilinear systems through minimizing the covariance matrix of the state estimation errorsThe filtering‐based maximum likelihood iterative estimation algorithms for a special class of nonlinear systems with autoregressive moving average noise using the hierarchical identification principleCombined estimation of the parameters and states for a multivariable state‐space system in presence of colored noiseSeparable multi‐innovation stochastic gradient estimation algorithm for the nonlinear dynamic responses of systemsStochastic average gradient algorithm for multirate FIR models with varying time delays using self‐organizing mapsHierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noiseParameter estimation for a controlled autoregressive autoregressive moving average system based on a recursive frameworkTwo-stage multi-innovation stochastic gradient algorithm for multivariate output-error ARMA systems based on the auxiliary modelHierarchical parameter and state estimation for bilinear systemsParameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory



Cites Work


This page was built for publication: Particle filtering based parameter estimation for systems with output-error type model structures