Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems
From MaRDI portal
Publication:453817
DOI10.1016/j.camwa.2011.12.002zbMath1247.93018MaRDI QIDQ453817
Publication date: 30 September 2012
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2011.12.002
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F10: Point estimation
93E10: Estimation and detection in stochastic control theory
93E24: Least squares and related methods for stochastic control systems
65F25: Orthogonalization in numerical linear algebra
Related Items
Auxiliary model based least squares parameter estimation algorithm for feedback nonlinear systems using the hierarchical identification principle, Two-stage least squares based iterative estimation algorithm for CARARMA system modeling, Three-stage recursive least squares parameter estimation for controlled autoregressive autoregressive systems, Data filtering based least squares iterative algorithm for parameter identification of output error autoregressive systems, Signal modeling using the gradient search, Multistage least squares based iterative estimation for feedback nonlinear systems with moving average noises using the hierarchical identification principle
Uses Software
Cites Work
- Maximum likelihood least squares identification for systems with autoregressive moving average noise
- Finite iterative solutions to coupled Sylvester-conjugate matrix equations
- Least squares based and gradient based iterative identification for Wiener nonlinear systems
- Hierarchical gradient based iterative parameter estimation algorithm for multivariable output error moving average systems
- Hierarchical least-squares based iterative identification for multivariable systems with moving average noises
- Gradient-based iterative parameter estimation for Box-Jenkins systems
- Auxiliary model based recursive generalized least squares parameter estimation for Hammerstein OEAR systems
- Auxiliary model based multi-innovation algorithms for multivariable nonlinear systems
- Least squares based iterative parameter estimation algorithm for multivariable controlled ARMA system modelling with finite measurement data
- Parameter estimation with scarce measurements
- Recursive least squares parameter estimation for non-uniformly sampled systems based on the data filtering
- Parameter and state estimation algorithm for single-input single-output linear systems using the canonical state space models
- Combined parameter and output estimation of dual-rate systems using an auxiliary model
- Iterative solutions to matrix equations of the form \(A_{i}XB_{i}=F_{i}\)
- Matrix equations over \((R,S)\)-symmetric and \((R,S)\)-skew symmetric matrices
- Finite iterative algorithms for the reflexive and anti-reflexive solutions of the matrix equation \(A_1X_1B_1+A_2X_2B_2=C\)
- \(l_2-l_\infty\) filtering for multirate systems based on lifted models
- A two-stage algorithm for identification of nonlinear dynamic systems
- 2-norm based recursive design of transmultiplexers with designable filter length
- Performance analysis of multi-innovation gradient type identification methods
- Auxiliary model-based least-squares identification methods for Hammerstein output-error systems
- Performance analysis of stochastic gradient algorithms under weak conditions
- An iterative method for solving the generalized coupled Sylvester matrix equations over generalized bisymmetric matrices
- Identification for multirate multi-input systems using the multi-innovation identification theory
- Gradient based iterative solutions for general linear matrix equations
- The residual based interactive least squares algorithms and simulation studies
- Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems
- Auxiliary model-based RELS and MI-ELS algorithm for Hammerstein OEMA systems
- Self-tuning control based on multi-innovation stochastic gradient parameter estimation
- Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems
- The residual based interactive stochastic gradient algorithms for controlled moving average models
- Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
- Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model
- An optimal two-stage identification algorithm for Hammerstein-Wiener nonlinear systems
- Rounding error analysis of two-stage iterative methods for large linear systems
- Hierarchical gradient-based identification of multivariable discrete-time systems
- Use of two-stage least-squares algorithms for identification of continuous systems with time delay based on pulse responses
- Two-stage recursive least squares parameter estimation algorithm for output error models
- Multi-innovation extended stochastic gradient algorithm and its performance analysis
- Extended stochastic gradient identification algorithms for Hammerstein-Wiener ARMAX systems
- An iterative algorithm for solving a pair of matrix equations \(AYB=E\), \(CYD=F\) over generalized centro-symmetric matrices
- Maximum likelihood stochastic gradient estimation for Hammerstein systems with colored noise based on the key term separation technique
- Gradient-based identification methods for Hammerstein nonlinear ARMAX models
- Identification of Hammerstein nonlinear ARMAX systems
- Modified stochastic gradient identification algorithms with fast convergence rates
- Least-squares parameter estimation for systems with irregularly missing data
- Kalman filter‐based adaptive control for networked systems with unknown parameters and randomly missing outputs
- Kalman filter-based identification for systems with randomly missing measurements in a network environment
- Performance analysis of estimation algorithms of nonstationary ARMA processes
- Performance bounds of forgetting factor least-squares algorithms for time-varying systems with finite measurement data
- Hierarchical identification of lifted state-space models for general dual-rate systems
- Least squares based self‐tuning control of dual‐rate systems
- Identification of dual-rate systems based on finite impulse response models
- Bias compensation‐based parameter estimation for output error moving average systems
- Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems
- Hierarchical least squares identification methods for multivariable systems
- Gradient based iterative algorithms for solving a class of matrix equations
- Parameter estimation of dual-rate stochastic systems by using an output error method
- Hierarchical Least Squares Identification for Linear SISO Systems With Dual-Rate Sampled-Data
- Adaptive Digital Control of Hammerstein Nonlinear Systems with Limited Output Sampling
