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

DOI10.1016/J.JFRANKLIN.2019.04.027zbMATH Open1415.93249OpenAlexW2943893559WikidataQ127945150 ScholiaQ127945150MaRDI QIDQ2423919FDOQ2423919

Authors: Jie Ding, Jiazhong Chen, Jinxing Lin, Lijuan Wan 

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

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zbMATH Keywords

parameter estimationparticle filteringoutput-error model structure

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10)

Cites Work

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Cited In (60)

• Particle filtering-based recursive identification for controlled auto-regressive systems with quantised output
• Improved least-squares identification for multiple-output non-linear stochastic systems
• Recursive search-based identification algorithms for the exponential autoregressive time series model with coloured noise
• Recursive parameter estimation and its convergence for bilinear systems
• Parameter estimation for a multi-input multi-output state-space system with unmeasurable states through the data filtering technique
• Two improved generalized extended stochastic gradient algorithms for CARARMA systems
• Hierarchical multi-innovation generalised extended stochastic gradient methods for multivariable equation-error autoregressive moving average systems
• Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model
• Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems
• Recursive filtering for time-varying systems under duty cycle scheduling based on collaborative prediction
• Bias correction-based recursive estimation for dual-rate output-error systems with sampling noise
• Parameter estimation for a controlled autoregressive autoregressive moving average system based on a recursive framework
• Hierarchical gradient- and least squares-based iterative algorithms for input nonlinear output-error systems using the key term separation
• Weighted parameter estimation for Hammerstein nonlinear ARX systems
• Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory
• Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity
• Variational Bayesian identification for bilinear state space models with Markov‐switching time delays
• Multi‐innovation gradient parameter estimation for multivariable systems based on the maximum likelihood principle
• Parameter estimation of nonlinear output error system under variational Bayesian method based on probabilistic graphical model
• Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise
• Hierarchical parameter and state estimation for bilinear systems
• Hierarchical recursive signal modeling for multifrequency signals based on discrete measured data
• Iterative identification methods for a class of bilinear systems by using the particle filtering technique
• Separable multi‐innovation stochastic gradient estimation algorithm for the nonlinear dynamic responses of systems
• Two-stage multi-innovation stochastic gradient algorithm for multivariate output-error ARMA systems based on the auxiliary model
• Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise
• A recursive parameter estimation algorithm for modeling signals with multi-frequencies
• Three‐stage least squares‐based iterative estimation algorithms for bilinear state‐space systems based on the bilinear state estimator
• Recursive identification of bilinear time-delay systems through the redundant rule
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• Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise
• Stochastic filtering in fractional-order circuits
• Use of particle filters in an active control algorithm for noisy nonlinear structural dynamical systems
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• Two-stage gradient-based iterative algorithm for bilinear stochastic systems over the moving data window
• The modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noise
• Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory
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• Auxiliary model multiinnovation stochastic gradient parameter estimation methods for nonlinear sandwich systems
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• Expectation maximization identification algorithm for time-delay two-dimensional systems
• The particle filter based on random number searching algorithm for parameter estimation
• Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique
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• The filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theory
• The data filtering based multiple‐stage Levenberg–Marquardt algorithm for Hammerstein nonlinear systems
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• Parameter estimation for time-delay systems based on the frequency responses and harmonic balance methods
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• The innovation algorithms for multivariable state-space models
• Multi-innovation stochastic gradient parameter and state estimation algorithm for dual-rate state-space systems with \(d\)-step time delay
• Constrained dynamic systems estimation based on adaptive particle filter

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