Iterative estimation for a non-linear IIR filter with moving average noise by means of the data filtering technique

DOI10.1093/IMAMCI/DNV067zbMATH Open1417.93316OpenAlexW2221472494MaRDI QIDQ4966974FDOQ4966974

Authors: Yanjiao Wang, Feng Ding 

Publication date: 2 July 2019

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/dnv067

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zbMATH Keywords

parameter estimationfiltering techniqueiterative techniquemoving average modelnonlinear IIR system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cited In (18)

• Filtering-based multistage recursive identification algorithm for an input nonlinear output-error autoregressive system by using the key term separation technique
• An accelerated Jacobi-gradient based iterative algorithm for solving Sylvester matrix equations
• The recursive least squares identification algorithm for a class of Wiener nonlinear systems
• Variational Bayesian approach for ARX systems with missing observations and varying time-delays
• An auxiliary model based least squares algorithm for a dual-rate state space system with time-delay using the data filtering
• The eigenvalues range of a class of matrices and some applications in Cauchy-Schwarz inequality and iterative methods
• System identification application using Hammerstein model
• Combined state and parameter estimation for a bilinear state space system with moving average noise
• Fitting the exponential autoregressive model through recursive search
• Orthotopic-filtering-based hierarchical fault diagnosis algorithm for linear recursive models
• Convergence analysis of the hierarchical least squares algorithm for bilinear-in-parameter systems
• Least squares identification for Hammerstein multi-input multi-output systems based on the key-term separation technique
• Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise
• A multi-innovation recursive least squares algorithm with a forgetting factor for Hammerstein CAR systems with backlash
• Instrument variable method based on nonlinear transformed instruments for Hammerstein system identification
• Gradient-based iterative identification methods for multivariate pseudo-linear moving average systems using the data filtering
• Hierarchical multi-innovation extended stochastic gradient algorithms for input nonlinear multivariable OEMA systems by the key-term separation principle
• Extending the concept of IIR filtering to array processing using approximate spatial IIR structure

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