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

DOI10.1093/IMAMCI/DNV067MaRDI QIDQ4966974zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

filtering techniqueiterative techniquemoving average modelnonlinear IIR systemparameter estimation

Mathematics Subject Classification ID

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

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Cited in

(19)

• An auxiliary model based least squares algorithm for a dual-rate state space system with time-delay using the data filtering
• Combined state and parameter estimation for a bilinear state space system with moving average noise
• Variational Bayesian approach for ARX systems with missing observations and varying time-delays
• 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
• Convergence analysis of the hierarchical least squares algorithm for bilinear-in-parameter systems
• System identification application using Hammerstein model
• Filtering-based multistage recursive identification algorithm for an input nonlinear output-error autoregressive system by using the key term separation technique
• The eigenvalues range of a class of matrices and some applications in Cauchy-Schwarz inequality and iterative methods
• Fitting the exponential autoregressive model through recursive search
• The recursive least squares identification algorithm for a class of Wiener nonlinear systems
• Least squares identification for Hammerstein multi-input multi-output systems based on the key-term separation technique
• 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
• Instrument variable method based on nonlinear transformed instruments for Hammerstein system identification
• An accelerated Jacobi-gradient based iterative algorithm for solving Sylvester matrix equations
• Orthotopic-filtering-based hierarchical fault diagnosis algorithm for linear recursive models
• Filtering-based iterative identification for multivariable systems

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