A bias-corrected estimator for nonlinear systems with output-error type model structures

DOI10.1016/J.AUTOMATICA.2014.07.021MaRDI QIDQ466486zbMATHOpenAlexFDO

Authors Dario Piga, Roland Tóth

Publication date 27 October 2014

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2014.07.021

zbMATH Keywords

nonlinear system identificationbias-corrected least-squares estimateoutput-error models

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Recommendations

• Prediction-error estimation algorithm for non-linear output-affine systems
• Identification of errors-in-variables systems with nonlinear output observations
• Identification for a class of errors-in-variables systems with nonlinear output measurements
• Bias compensation-based parameter estimation for output error moving average systems
• Output error identification of LTI state-space models by orthogonal gradient search

Cites work

• A bias correction method for identification of linear dynamic errors-in-variables models
• A consistent estimator in general functional errors-in-variables models.
• Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
• Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms
• Auxiliary model-based least-squares identification methods for Hammerstein output-error systems
• Bias correction in least-squares identification
• Bounded error identification of Hammerstein systems through sparse polynomial optimization
• Computational Load Reduction in Bounded Error Identification of Hammerstein Systems
• Estimation of an N-L-N Hammerstein-Wiener model
• Extended least-correlation estimates for errors-in-variables non-linear models
• Identification of linear systems with input and output noise: the Koopmans-Levin method
• Identification of nonlinear errors-in-variables models.
• Instrumental variable methods for system identification
• Maximum likelihood identification of noisy input-output models
• Refined instrumental variable methods for Hammerstein Box-Jenkins models
• Refined instrumental variable methods for identification of LPV Box-Jenkins models
• Revisiting Hammerstein system identification through the two-stage algorithm for bilinear parameter estimation
• Strong laws of large numbers under weak assumptions with application
• The Frisch scheme in dynamic system identification
• Transfer function estimation from noisy input and output data

Cited in

(9)

• The model equivalence based parameter estimation methods for Box-Jenkins systems
• Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
• scientific article; zbMATH DE number 903156 (Why is no real title available?)
• A bias-correction method for closed-loop identification of linear parameter-varying systems
• Recursive parameter estimation algorithms and convergence for a class of nonlinear systems with colored noise
• Bias-compensation-based least-squares estimation with a forgetting factor for output error models with white noise
• LPV system identification under noise corrupted scheduling and output signal observations
• A regularised fast recursive algorithm for fraction model identification of nonlinear dynamic systems
• Particle filtering based parameter estimation for systems with output-error type model structures

This page was built for publication: A bias-corrected estimator for nonlinear systems with output-error type model structures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q466486)