Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box-Jenkins systems

DOI10.1007/S11071-015-2155-5zbMATH Open1348.93086OpenAlexW636113288MaRDI QIDQ327476FDOQ327476

Authors: Xuehai Wang, Feng Ding 

Publication date: 19 October 2016

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-015-2155-5

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zbMATH Keywords

parameter estimationperformance analysisrecursive identificationBox-Jenkins systemgradient search

Mathematics Subject Classification ID

System identification (93B30) Identification in stochastic control theory (93E12)

Cites Work

• Recursive least squares estimation algorithm applied to a class of linear-in-parameters output error moving average systems
• Convergence of the iterative algorithm for a general Hammerstein system identification
• An efficient hierarchical identification method for general dual-rate sampled-data systems
• Title not available (Why is that?)
• Hierarchical estimation algorithms for multivariable systems using measurement information
• A multi-innovation generalized extended stochastic gradient algorithm for output nonlinear autoregressive moving average systems
• Robust mixed control of networked control systems with random time delays in both forward and backward communication links
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• The residual based interactive stochastic gradient algorithms for controlled moving average models
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• Fault-tolerant control algorithm of the manned submarine with multi-thruster based on quantum-behaved particle swarm optimisation
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• Recursive identification of hammerstein systems with discontinuous nonlinearities containing dead-zones
• Iterative identification of Hammerstein systems
• Least squares based iterative identification for a class of multirate systems
• Performance analysis of the recursive parameter estimation algorithms for multivariable Box-Jenkins systems
• Multi-innovation extended stochastic gradient algorithm and its performance analysis
• Identification of unstable systems using output error and Box-Jenkins model structures
• Box-Jenkins continuous-time modeling
• Nonlinear dynamic response and modeling of a bi-stable composite plate for applications to adaptive structures
• Title not available (Why is that?)
• Self-tuning control based on multi-innovation stochastic gradient parameter estimation

Cited In (20)

• Active fault-tolerant linear parameter varying control for the pitch actuator of wind turbines
• Recursive parameter estimation algorithms and convergence for a class of nonlinear systems with colored noise
• Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model
• Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems
• Auxiliary model based multi-innovation stochastic gradient identification algorithm for periodically non-uniformly sampled-data Hammerstein systems
• Recursive least squares algorithm for nonlinear dual-rate systems using missing-output estimation model
• A recursive least squares algorithm for pseudo-linear ARMA systems using the auxiliary model and the filtering technique
• Aitken based modified Kalman filtering stochastic gradient algorithm for dual-rate nonlinear models
• Consistency of the extended gradient identification algorithm for multi-input multi-output systems with moving average noises
• The model equivalence based parameter estimation methods for Box-Jenkins systems
• Auxiliary model multiinnovation stochastic gradient parameter estimation methods for nonlinear sandwich systems
• Convergence properties of the least squares estimation algorithm for multivariable systems
• Gradient-based iterative parameter estimation for Box-Jenkins systems
• Robust hierarchical identification of Wiener systems in the presence of dynamic disturbances
• Multi-innovation extended stochastic gradient algorithm and its performance analysis
• Multistage for identification of Wiener time delay systems based on hierarchical gradient approach
• Auxiliary models based multi-innovation generalized extended stochastic gradient algorithms
• Convergence of multi-innovation ESG parameter estimation algorithms for CARMA models
• A novel recursive learning identification scheme for Box-Jenkins model based on error data
• A novel two-stage estimation algorithm for nonlinear Hammerstein-Wiener systems from noisy input and output data

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