An identification method for nonlinear systems with colored measurement noise

DOI10.16383/J.AAS.2015.C150278MaRDI QIDQ2991983zbMATHOpenAlexWikidataFDO

Authors Lin Zhao, Yulong Huang, Yonggang Zhang, Ning Li

Publication date 10 August 2016

Full work available at URL https://www.scholarmate.com/S/37sPug

zbMATH Keywords

expectation maximization algorithmnonlinear system identificationmaximum likelihood criterioncolored measurement noise

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Recommendations

• System identification of nonlinear state-space models
• Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise
• Data filtering‐based parameter estimation algorithms for a class of nonlinear systems with colored noises
• The filtering‐based maximum likelihood iterative estimation algorithms for a special class of nonlinear systems with autoregressive moving average noise using the hierarchical identification principle
• Identification of EIV models with coloured input–output noise: combining PEM and covariance matching method

Cited in

(5)

• Cumulant-based blind identification of linear multi-input-multi-output systems driven by colored inputs
• A Measurement Fusion Method for Nonlinear System Identification Using a Cooperative Learning Algorithm
• Augmented hybrid method for continuous process identification from sampled data with coloured noise
• Identification of EIV models with coloured input–output noise: combining PEM and covariance matching method
• Data filtering‐based parameter estimation algorithms for a class of nonlinear systems with colored noises

This page was built for publication: An identification method for nonlinear systems with colored measurement noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2991983)