Parameter estimation for stochastic nonlinear rational models

DOI10.1080/00207179308934390MaRDI QIDQ4036145zbMATH OpenOpenAlexWikidataFDO

Authors Quanmin Zhu, Stephen A. Billings

Publication date 16 May 1993

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL http://eprints.whiterose.ac.uk/78641/1/acse%20research%20report%20435........pdf

zbMATH Keywords

simulationsstructurecoefficientsorthogonal parameter estimation algorithmnonlinear NARMAX model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

Cites work

• scientific article; zbMATH DE number 3112231 (Why is no real title available?)
• scientific article; zbMATH DE number 3997615 (Why is no real title available?)
• scientific article; zbMATH DE number 3336324 (Why is no real title available?)
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Dynamic system identification. Experiment design and data analysis
• Identification of non-linear rational systems using a prediction-error estimation algorithm
• Model selection and validation methods for non-linear systems
• Orthogonal least squares methods and their application to non-linear system identification
• Orthogonal parameter estimation algorithm for non-linear stochastic systems
• Rational model identification using an extended least-squares algorithm
• Surface waves of finite depth

Cited in

(9)

• Nonlinear model validation using correlation tests
• Improved model identification for non-linear systems using a random subsampling and multifold modelling (RSMM) approach
• Bias compensated stochastic gradient algorithm for identification of an ARX‐type nonlinear rational model and its application in modeling of the dynamic of the cellular toxicity
• Modeling nonlinear dynamics and chaos: a review
• Iterative parameter identification algorithms for transformed dynamic rational fraction input-output systems
• Nonparametric estimation of nonlinear rational expectation models
• A back propagation algorithm to estimate the parameters of nonlinear dynamic rational models.
• Review of rational (total) nonlinear dynamic system modelling, identification, and control
• An implicit least squares algorithm for nonlinear rational model parameter estimation

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