Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses
From MaRDI portal
Publication:5025821
DOI10.1080/00207721.2018.1544303zbMath1482.93661OpenAlexW2900191042MaRDI QIDQ5025821
Quanmin Zhu, Feng Ding, Ling Xu
Publication date: 7 February 2022
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2018.1544303
Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)
Related Items (34)
Modification on the convergence results of the Sylvester matrix equation \(AX+XB=C\) ⋮ Separable multi-innovation Newton iterative modeling algorithm for multi-frequency signals based on the sliding measurement window ⋮ Multi‐innovation gradient parameter estimation for multivariable systems based on the maximum likelihood principle ⋮ Hierarchical maximum likelihood generalized extended stochastic gradient algorithms for bilinear‐in‐parameter systems ⋮ Accelerated identification algorithms for rational models based on the vector transformation ⋮ Decomposition‐based over‐parameterization forgetting factor stochastic gradient algorithm for Hammerstein‐Wiener nonlinear systems with non‐uniform sampling ⋮ Identification of the nonlinear systems based on the kernel functions ⋮ Identification of an ARX model with impulse noise using a variable step size information gradient algorithm based on the kurtosis and minimum Renyi error entropy ⋮ Convergence analysis of the modified adaptive extended Kalman filter for the parameter estimation of a brushless DC motor ⋮ The data filtering based multiple‐stage Levenberg–Marquardt algorithm for Hammerstein nonlinear systems ⋮ Particle filtering based parameter estimation for systems with output-error type model structures ⋮ Filtering-based gradient joint identification algorithms for nonlinear fractional-order models with colored noises ⋮ Gradient-based iterative identification method for multivariate equation-error autoregressive moving average systems using the decomposition technique ⋮ Moving horizon estimation for multirate systems with time-varying time-delays ⋮ Hierarchical least squares identification for feedback nonlinear equation-error systems ⋮ System identification of Hammerstein models by using backward shift algorithm ⋮ Partially-coupled nonlinear parameter optimization algorithm for a class of multivariate hybrid models ⋮ Hierarchical gradient- and least squares-based iterative algorithms for input nonlinear output-error systems using the key term separation ⋮ Recursive identification of bilinear time-delay systems through the redundant rule ⋮ Model predictive control method of simulated moving bed chromatographic separation process based on subspace system identification ⋮ Data filtering-based multi-innovation forgetting gradient algorithms for input nonlinear FIR-MA systems with piecewise-linear characteristics ⋮ Parameter estimation for nonlinear Volterra systems by using the multi-innovation identification theory and tensor decomposition ⋮ Highly computationally efficient state filter based on the delta operator ⋮ On some parameter estimation algorithms for the nonlinear exponential autoregressive model ⋮ Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise ⋮ A robust meta-heuristic adaptive Bi-CGSTAB algorithm to online estimation of a three DoF state–space model in the presence of disturbance and uncertainty ⋮ Maximum likelihood-based recursive least-squares estimation for multivariable systems using the data filtering technique ⋮ Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems ⋮ Hierarchical parameter and state estimation for bilinear systems ⋮ Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises ⋮ Parameter estimation for a special class of nonlinear systems by using the over-parameterisation method and the linear filter ⋮ Weighted hierarchical stochastic gradient identification algorithms for ARX models ⋮ Decomposition strategy-based hierarchical least mean square algorithm for control systems from the impulse responses ⋮ Recursive least-squares algorithm for a characteristic model with coloured noise by means of the data filtering technique
Cites Work
- EM-based identification of continuous-time ARMA models from irregularly sampled data
- Analysis of an iterative algorithm to solve the generalized coupled Sylvester matrix equations
- Optimality of the threshold dividend strategy for the compound Poisson model
- Iterative identification algorithms for bilinear-in-parameter systems with autoregressive moving average noise
- Identification of linear continuous-time systems under irregular and random output sampling
- Solving the general Sylvester discrete-time periodic matrix equations via the gradient based iterative method
- \(\mathcal{H}_-\) index for discrete-time stochastic systems with Markovian jump and multiplicative noise
- A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation
- Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique
- Combined state and parameter estimation for a bilinear state space system with moving average noise
- Recursive parameter identification of the dynamical models for bilinear state space systems
- The hierarchical iterative identification algorithm for multi-input-output-error systems with autoregressive noise
- An optimal reproducing kernel method for linear nonlocal boundary value problems
- Regularity of discrete multisublinear fractional maximal functions
- A new reproducing kernel collocation method for nonlocal fractional boundary value problems with non-smooth solutions
- Exit problems for jump processes with applications to dividend problems
- Recursive and iterative least squares parameter estimation algorithms for multiple-input-output-error systems with autoregressive noise
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes
- Iterative parameter estimation for signal models based on measured data
- On the regularity of maximal operators supported by submanifolds
- Multiperiodicity and exponential attractivity of neural networks with mixed delays
- A modified quasi-Newton method for nonlinear equations
- Multiple window moving horizon estimation
- A recursive least squares parameter estimation algorithm for output nonlinear autoregressive systems using the input-output data filtering
- LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems
- Necessary/sufficient conditions for Pareto optimum in cooperative difference game
- Unbiased Minimum Variance Fault and State Estimation for Linear Discrete Time-Varying Two-Dimensional Systems
- Singular integrals related to homogeneous mappings in Triebel-Lizorkin spaces
- A NOTE ON MARCINKIEWICZ INTEGRALS ASSOCIATED TO SURFACES OF REVOLUTION
- A note on the endpoint regularity of the discrete maximal operator
- A filtering based multi-innovation gradient estimation algorithm and performance analysis for nonlinear dynamical systems
- Decomposition-based recursive least squares identification methods for multivariate pseudo-linear systems using the multi-innovation
- Multi-output parameter estimation of dynamic systems by output shapes
- Gradient-Based Parameter Estimation in Pairwise Linear Gaussian System
- Nonexponential asymptotics for the solutions of renewal equations, with applications
This page was built for publication: Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses
