Maximum likelihood-based recursive least-squares estimation for multivariable systems using the data filtering technique

DOI10.1080/00207721.2019.1590664zbMATH Open1483.93636OpenAlexW2921592560WikidataQ128216028 ScholiaQ128216028MaRDI QIDQ5025908FDOQ5025908

Authors: Huafeng Xia, Yongqing Yang, Feng Ding, Tasawar Hayat, Ahmed Alsaedi 

Publication date: 7 February 2022

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2019.1590664

Recommendations

• Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems
• Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise
• The filtering based maximum likelihood recursive least squares estimation for multiple-input single-output systems
• Data filtering based maximum likelihood extended gradient method for multivariable systems with autoregressive moving average noise
• Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise

zbMATH Keywords

parameter estimationmaximum likelihooddata filteringmultivariable system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Cites Work

• A proportional differential control method for a time-delay system using the Taylor expansion approximation
• Application of the Newton iteration algorithm to the parameter estimation for dynamical systems
• A recursive identification algorithm for Wiener nonlinear systems with linear state-space subsystem
• Robust adaptive parameter estimation of sinusoidal signals
• Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model
• Recursive parameter estimation algorithm for multivariate output-error systems
• Boundedness and continuity of Marcinkiewicz integrals associated to homogeneous mappings on Triebel-Lizorkin spaces
• A recursive least squares parameter estimation algorithm for output nonlinear autoregressive systems using the input-output data filtering
• A filtering based multi-innovation gradient estimation algorithm and performance analysis for nonlinear dynamical systems
• Improving transient performance of adaptive control via a modified reference model and novel adaptation
• A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation
• Identification of structured state-space models
• State space model identification of multirate processes with time-delay using the expectation maximization
• Moving horizon estimation for multirate systems with time-varying time-delays
• Errors-in-variables identification using maximum likelihood estimation in the frequency domain
• A Regularized Variable Projection Algorithm for Separable Nonlinear Least Squares Problems
• Model recovery for Hammerstein systems using the hierarchical orthogonal matching pursuit method
• Boundedness and continuity of maximal singular integrals and maximal functions on Triebel-Lizorkin spaces
• Decomposition-based recursive least squares identification methods for multivariate pseudo-linear systems using the multi-innovation
• Boundedness and continuity of maximal operators associated to polynomial compound curves on Triebel-Lizorkin spaces
• Linear Optimal Unbiased Filter for Time-Variant Systems Without Apriori Information on Initial Conditions
• Combined state and parameter estimation for a bilinear state space system with moving average noise
• Recursive and iterative least squares parameter estimation algorithms for multiple-input-output-error systems with autoregressive noise
• Iterative parameter estimation for signal models based on measured data
• Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle
• Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique
• The hierarchical iterative identification algorithm for multi-input-output-error systems with autoregressive noise
• Global stabilization for a class of stochastic nonlinear systems with SISS-like conditions and time delay
• Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses
• Modeling a nonlinear process using the exponential autoregressive time series model
• Subspace Identification of Individual Systems Operating in a Network (SI $^2$ON)

Cited In (12)

• Fractional-based stochastic gradient algorithms for time-delayed ARX models
• Improved least-squares identification for multiple-output non-linear stochastic systems
• Filtering-based recursive least squares estimation approaches for multivariate equation-error systems by using the multiinnovation theory
• The filtering based maximum likelihood recursive least squares estimation for multiple-input single-output systems
• Data filtering based maximum likelihood extended gradient method for multivariable systems with autoregressive moving average noise
• Recursive least squares parameter estimation for non-uniformly sampled systems based on the data filtering
• Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems
• Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems
• Data‐driven multivariable ILC: enhanced performance by eliminating L and Q filters
• Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise
• Maximum likelihood-based adaptive differential evolution identification algorithm for multivariable systems in the state-space form
• Data filtering based recursive and iterative least squares algorithms for parameter estimation of multi-input output systems

This page was built for publication: Maximum likelihood-based recursive least-squares estimation for multivariable systems using the data filtering technique

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5025908)