Data filtering-based least squares iterative algorithm for Hammerstein nonlinear systems by using the model decomposition
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Publication:335697
DOI10.1007/S11071-015-2454-XzbMATH Open1353.93035OpenAlexW1926420982WikidataQ58223716 ScholiaQ58223716MaRDI QIDQ335697FDOQ335697
Feng Ding, Junxia Ma, Erfu Yang
Publication date: 2 November 2016
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: https://strathprints.strath.ac.uk/54804/
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Cites Work
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Cited In (8)
- Model recovery for Hammerstein systems using the auxiliary model based orthogonal matching pursuit method
- Recursive least squares algorithm and gradient algorithm for Hammerstein-Wiener systems using the data filtering
- The data filtering based multiple‐stage Levenberg–Marquardt algorithm for Hammerstein nonlinear systems
- Data filtering based recursive least squares algorithm for Hammerstein systems using the key-term separation principle
- Switch detection and robust parameter estimation for slowly switched Hammerstein systems
- Biased compensation recursive least squares-based threshold algorithm for time-delay rational models via redundant rule
- Filtering based recursive least squares algorithm for multi-input multioutput Hammerstein models
- Iterative identification for multivariable systems with time-delays based on basis pursuit de-noising and auxiliary model
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