Fitting the exponential autoregressive model through recursive search

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Cites work

A filtering based multi-innovation gradient estimation algorithm and performance analysis for nonlinear dynamical systems
A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation
A novel parameter separation based identification algorithm for Hammerstein systems
A proportional differential control method for a time-delay system using the Taylor expansion approximation
A recursive least squares parameter estimation algorithm for output nonlinear autoregressive systems using the input-output data filtering
A Regularized Variable Projection Algorithm for Separable Nonlinear Least Squares Problems
Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique
Application of the Newton iteration algorithm to the parameter estimation for dynamical systems
Blind multivariable ARMA subspace identification
Combined state and parameter estimation for a bilinear state space system with moving average noise
Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle
Decomposition-based recursive least squares identification methods for multivariate pseudo-linear systems using the multi-innovation
Efficient estimation in nonlinear autoregressive time-series models
Estimation in periodic restricted EXPAR(1) models
Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series
Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications
Gradient-based iterative identification method for multivariate equation-error autoregressive moving average systems using the decomposition technique
Hierarchical gradient parameter estimation algorithm for Hammerstein nonlinear systems using the key term separation principle
Improving transient performance of adaptive control via a modified reference model and novel adaptation
Iterative estimation for a non-linear IIR filter with moving average noise by means of the data filtering technique
Iterative parameter estimation for signal models based on measured data
Model recovery for Hammerstein systems using the hierarchical orthogonal matching pursuit method
Modeling a nonlinear process using the exponential autoregressive time series model
Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
Non-linear time series models for non-linear random vibrations
Optimal Detection of Exponential Component in Autoregressive Models
Recursive parameter identification of the dynamical models for bilinear state space systems
Robust adaptive finite-time parameter estimation and control for robotic systems
Specification, estimation, and evaluation of smooth transition autoregressive models
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THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS

Cited in

(14)

On the recursive fitting of subset autoregressive-moving average process
A generalized minimal residual based iterative back propagation algorithm for polynomial nonlinear models
Modeling a nonlinear process using the exponential autoregressive time series model
A novel reduced-order algorithm for rational models based on Arnoldi process and Krylov subspace
Estimation of the exponential autoregressive time series model by using the genetic algorithm
THE RECURSIVE FITTING OF SUBSET VARX MODELS
Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory
On some parameter estimation algorithms for the nonlinear exponential autoregressive model
scientific article; zbMATH DE number 5206499 (Why is no real title available?)
Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise
Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique
Hierarchical recursive Levenberg-Marquardt algorithm for radial basis function autoregressive models
Recursive search-based identification algorithms for the exponential autoregressive time series model with coloured noise
Multi-innovation recursive methods for a class of nonlinear time series models based on the penalty term

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