A bias-corrected estimator for nonlinear systems with output-error type model structures
From MaRDI portal
Publication:466486
DOI10.1016/J.AUTOMATICA.2014.07.021zbMATH Open1297.93156OpenAlexW2139675804MaRDI QIDQ466486FDOQ466486
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
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
Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
Cites Work
- Transfer function estimation from noisy input and output data
- A bias correction method for identification of linear dynamic errors-in-variables models
- The Frisch scheme in dynamic system identification
- Auxiliary model-based least-squares identification methods for Hammerstein output-error systems
- Identification of nonlinear errors-in-variables models.
- Maximum likelihood identification of noisy input-output 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
- Bounded error identification of Hammerstein systems through sparse polynomial optimization
- Computational Load Reduction in Bounded Error Identification of Hammerstein Systems
- Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms
- Extended least-correlation estimates for errors-in-variables non-linear models
- Instrumental variable methods for system identification
- Estimation of an N-L-N Hammerstein-Wiener model
- Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
- Strong laws of large numbers under weak assumptions with application
- Identification of linear systems with input and output noise: the Koopmans-Levin method
- Bias correction in least-squares identification
- Refined instrumental variable methods for Hammerstein Box-Jenkins models
- A consistent estimator in general functional errors-in-variables models.
Cited In (9)
- Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
- Particle filtering based parameter estimation for systems with output-error type model structures
- Bias-compensation-based least-squares estimation with a forgetting factor for output error models with white noise
- Recursive parameter estimation algorithms and convergence for a class of nonlinear systems with colored noise
- LPV system identification under noise corrupted scheduling and output signal observations
- The model equivalence based parameter estimation methods for Box-Jenkins systems
- A regularised fast recursive algorithm for fraction model identification of nonlinear dynamic systems
- Title not available (Why is that?)
- A bias-correction method for closed-loop identification of linear parameter-varying systems
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)