Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise
From MaRDI portal
Publication:5000698
DOI10.1002/ACS.3101zbMATH Open1467.93301OpenAlexW3011351715MaRDI QIDQ5000698FDOQ5000698
Authors: Ting Cui, Feiyan Chen, Feng Ding, Jie Sheng 
Publication date: 15 July 2021
Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/acs.3101
Recommendations
- Joint estimation of states and parameters for an input nonlinear state-space system with colored noise using the filtering technique
- State and parameter estimation for dynamic systems with colored noise: an accuracy approach based on the minimum discrepancy measure
- Filtering based parameter estimation for observer canonical state space systems with colored noise
- Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises
- Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data
- Robust state estimation for discrete time systems with colored noises and communication constraints
- Simultaneous state estimation and parameter identification in linear fractional order systems using coloured measurement noise
- The bias compensation based parameter and state estimation for observability canonical state-space models with colored noise
- Combined state and parameter estimation for a bilinear state space system with moving average noise
- Unbiased parameter estimation of linear systems with colored noises
parameter estimationsystem identificationstate estimationcoupling identification conceptKalman filtering principle
Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
Cites Work
- An extension of Paulsen-Gjessing's risk model with stochastic return on investments
- Hierarchical parameter and state estimation for bilinear systems
- Joint optimization of cooperative spectrum sensing and resource allocation in multi-channel cognitive radio sensor networks
- Exit problems for jump processes with applications to dividend problems
- Optimality of the threshold dividend strategy for the compound Poisson model
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes
- Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering
- New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering
- A new reproducing kernel method for variable order fractional boundary value problems for functional differential equations
- Recursive parameter estimation algorithm for multivariate output-error systems
- Partially coupled gradient estimation algorithm for multivariable equation-error autoregressive moving average systems using the data filtering technique
- Robust extended fractional Kalman filter for nonlinear fractional system with missing measurements
- The perturbed compound Poisson risk process with investment and debit interest
- Kalman filtering based gradient estimation algorithms for observer canonical state-space systems with moving average noises
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory
- Moving horizon estimation for multirate systems with time-varying time-delays
- Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model
- Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
- Filtering-based multistage recursive identification algorithm for an input nonlinear output-error autoregressive system by using the key term separation technique
- Particle filtering based parameter estimation for systems with output-error type model structures
- Weighted parameter estimation for Hammerstein nonlinear ARX systems
- A Regularized Variable Projection Algorithm for Separable Nonlinear Least Squares Problems
- The innovation algorithms for multivariable state-space models
- ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
- State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors
- The filtering‐based maximum likelihood iterative estimation algorithms for a special class of nonlinear systems with autoregressive moving average noise using the hierarchical identification principle
- Constrained Subspace Method for the Identification of Structured State-Space Models (COSMOS)
- Kalman filtering with state‐dependent packet losses
- Tensor network subspace identification of polynomial state space models
- Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications
- Landweber iterative method for identifying the initial value problem of the time-space fractional diffusion-wave equation
- State-space LPV model identification using kernelized machine learning
- A stochastic subspace system identification algorithm for state-space systems in the general 2-D Roesser model form
- Parametric solutions to generalized periodic Sylvester bimatrix equations
- Highly computationally efficient state filter based on the delta operator
- Regularity and continuity of commutators of the Hardy–Littlewood maximal function
- Fujita type critical exponent for a free boundary problem with spatial-temporal source
- Approximate solutions of Atangana-Baleanu variable order fractional problems
- K4SID: Large-Scale Subspace Identification With Kronecker Modeling
- A note on endpoint Sobolev regularity of a class of bilinear maximal functions
- Marginalized approximate filtering of state‐space models
- Implementation of a square-root filtering approach in marginalized particle filters for mixed linear/nonlinear state-space models
- Fixed point iteration-based subspace identification of Hammerstein state-space models
- Unscented Kalman Filters for Riemannian State-Space Systems
Cited In (15)
- Combined state and parameter estimation for Hammerstein systems with time delay using the Kalman filtering
- A new adaptive identification framework for nonlinear multi-input multi-output systems under colored noise
- Pseudo separate-bias estimation of nonlinear systems with colored noise
- On partially augmented observers for systems with coloured noises
- Simultaneous estimation of state variables and parameters for multivariable linear systems with singular pencil models
- Distributed joint parameter and state estimation algorithm for large-scale interconnected systems
- Recursive least-squares algorithm for a characteristic model with coloured noise by means of the data filtering technique
- Multidimensional State Estimation With Multiple Composite Hypothesis Testing in the Presence of Interference
- Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises
- Joint estimation of states and parameters for an input nonlinear state-space system with colored noise using the filtering technique
- Combined state and parameter estimation for a bilinear state space system with moving average noise
- Parameter estimation for a multi-input multi-output state-space system with unmeasurable states through the data filtering technique
- Combined state and least squares parameter estimation algorithms for dynamic systems
- Critical Issues on Kalman Filter with Colored and Correlated System Noises
- Multi-point suspension design and stability analysis of a scaled hoop truss antenna structure
This page was built for publication: Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5000698)
