A filtering based multi-innovation gradient estimation algorithm and performance analysis for nonlinear dynamical systems
From MaRDI portal
Publication:5009182
DOI10.1093/imamat/hxx029zbMath1480.93421OpenAlexW2767912279MaRDI QIDQ5009182
Publication date: 19 August 2021
Published in: IMA Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imamat/hxx029
dynamical systemperformance analysisnumerical algorithmdata filteringgradient searchmulti-innovation identification
Related Items (15)
Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique ⋮ Kalman filtering based gradient estimation algorithms for observer canonical state-space systems with moving average noises ⋮ Particle filtering based parameter estimation for systems with output-error type model structures ⋮ Fitting the exponential autoregressive model through recursive search ⋮ Weighted parameter estimation for Hammerstein nonlinear ARX systems ⋮ Moving horizon estimation for multirate systems with time-varying time-delays ⋮ Auxiliary model based recursive generalized least squares identification algorithm for multivariate output-error autoregressive systems using the decomposition technique ⋮ Highly computationally efficient state filter based on the delta operator ⋮ On some parameter estimation algorithms for the nonlinear exponential autoregressive model ⋮ State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors ⋮ Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise ⋮ Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses ⋮ Maximum likelihood-based recursive least-squares estimation for multivariable systems using the data filtering technique ⋮ Parameter estimation for a special class of nonlinear systems by using the over-parameterisation method and the linear filter ⋮ Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise
This page was built for publication: A filtering based multi-innovation gradient estimation algorithm and performance analysis for nonlinear dynamical systems
