Parameter estimation for stochastic nonlinear rational models
DOI10.1080/00207179308934390zbMATH Open0782.62084OpenAlexW1984016184WikidataQ126246163 ScholiaQ126246163MaRDI QIDQ4036145FDOQ4036145
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
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)
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Cited In (9)
- A back propagation algorithm to estimate the parameters of nonlinear dynamic rational models.
- Improved model identification for non-linear systems using a random subsampling and multifold modelling (RSMM) approach
- Nonparametric estimation of nonlinear rational expectation models
- An implicit least squares algorithm for nonlinear rational model parameter estimation
- Review of rational (total) nonlinear dynamic system modelling, identification, and control
- Modeling nonlinear dynamics and chaos: a review
- 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
- Nonlinear model validation using correlation tests
- Iterative parameter identification algorithms for transformed dynamic rational fraction input-output systems
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