Joint estimation of states and parameters for an input nonlinear state-space system with colored noise using the filtering technique

DOI10.1007/S00034-015-0071-ZMaRDI QIDQ308028zbMATH OpenOpenAlexFDO

Authors Xuehai Wang, Feng Ding

Publication date 5 September 2016

Published in Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00034-015-0071-z

zbMATH Keywords

state-space modelleast squaresstate estimationfiltering techniquerecursive identification

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Recommendations

• Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise
• Filtering based parameter estimation for observer canonical state space systems with colored noise
• Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises
• Data filtering‐based parameter estimation algorithms for a class of nonlinear systems with colored noises
• State and parameter estimation for dynamic systems with colored noise: an accuracy approach based on the minimum discrepancy measure
• Method for joint estimation for states and parameters concerning non-linear systems with time-correlated measurement noise
• Recursive parameter estimation algorithms and convergence for a class of nonlinear systems with colored noise
• Simultaneous state estimation and parameter identification in linear fractional order systems using coloured measurement noise
• Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data
• Joint state and parameter robust estimation of stochastic nonlinear systems

Cites work

• A NARMAX model-based state-space self-tuning control for nonlinear stochastic hybrid systems
• A multi-innovation generalized extended stochastic gradient algorithm for output nonlinear autoregressive moving average systems
• Accuracy analysis of time domain maximum likelihood method and sample maximum likelihood method for errors-in-variables and output error identification
• Adaptive Distributed Estimation Based on Recursive Least-Squares and Partial Diffusion
• An efficient hierarchical identification method for general dual-rate sampled-data systems
• An improved state-space model structure and a corresponding predictive functional control design with improved control performance
• An optimal two-stage identification algorithm for Hammerstein-Wiener nonlinear systems
• Analysis of state space system identification methods based on instrumental variables and subspace fitting
• Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems
• Combined state and least squares parameter estimation algorithms for dynamic systems
• Convergence of the Iterative Hammerstein System Identification Algorithm
• Existence and multiplicity of solutions for semilinear elliptic equations with critical weighted Hardy-Sobolev exponents
• Gradient-based parameter identification algorithms for observer canonical state space systems using state estimates
• Hierarchical estimation algorithms for multivariable systems using measurement information
• Kalman filter-based identification for systems with randomly missing measurements in a network environment
• Least squares algorithm for an input nonlinear system with a dynamic subspace state space model
• Modeling of measures with analytic hierarchy process for fuzzy rough set and its applications to emergency drill control
• Parameter estimation for Hammerstein CARARMA systems based on the Newton iteration
• Parameter estimation for nonlinear dynamical adjustment models
• Parameter identification of Wiener systems with multisegment piecewise-linear nonlinearities
• Performance analysis of the recursive parameter estimation algorithms for multivariable Box-Jenkins systems
• Recursive identification of hammerstein systems with discontinuous nonlinearities containing dead-zones
• Recursive least squares estimation algorithm applied to a class of linear-in-parameters output error moving average systems
• Robust \(H_\infty\) filtering for 2D stochastic system
• Robust H_ filtering for nonlinear stochastic systems with uncertainties and Markov delays
• Robust mixed control of networked control systems with random time delays in both forward and backward communication links
• Several gradient-based iterative estimation algorithms for a class of nonlinear systems using the filtering technique
• State-space modeling for seismic signal analysis

Cited in

(19)

• Pseudo separate-bias estimation of nonlinear systems with colored noise
• Joint estimation of state, parameter, and unknown input for nonlinear systems: A composite estimation scheme
• 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
• The gradient-based iterative estimation algorithms for bilinear systems with autoregressive noise
• Parameter estimation of LFM signals based on scaled ambiguity function
• Recursive least squares identification methods for multivariate pseudo-linear systems using the data filtering
• Parameter estimation for a multi-input multi-output state-space system with unmeasurable states through the data filtering technique
• Recursive and iterative least squares parameter estimation algorithms for multiple-input-output-error systems with autoregressive noise
• 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
• Parameter and state estimation of nonlinear fractional-order model using Luenberger observer
• Method for joint estimation for states and parameters concerning non-linear systems with time-correlated measurement noise
• Modelling and multi-innovation parameter identification for Hammerstein nonlinear state space systems using the filtering technique
• A recursive identification algorithm for Wiener nonlinear systems with linear state-space subsystem
• New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering
• The bias compensation based parameter and state estimation for observability canonical state-space models with colored noise
• Identification of Wiener channels using a tensor approach
• Analysis of nonlinear state space model with dependent measurement noises

This page was built for publication: Joint estimation of states and parameters for an input nonlinear state-space system with colored noise using the filtering technique

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q308028)