Parameter estimation of nonlinear output error system under variational Bayesian method based on probabilistic graphical model

DOI10.1142/S0218348X22400758MaRDI QIDQ5070783zbMATH OpenOpenAlexFDO

Authors Yiping Du, Iyad Katib

Publication date 14 April 2022

Published in Fractals (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1142/s0218348x22400758

zbMATH Keywords

nonlinear systemsparameter estimationprobabilistic graphical modelvariational Bayesian

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Recommendations

• Parameter estimation methods for nonlinear systems
• Variational system identification for nonlinear state-space models
• Data filtering-based multi-innovation stochastic gradient algorithm for nonlinear output error autoregressive systems
• Parameter estimation of nonlinear system based on genetic algorithms
• scientific article; zbMATH DE number 1300108

Cites work

• Combined state and parameter estimation for a bilinear state space system with moving average noise
• Iterative parameter estimation for signal models based on measured data
• Numerical investigation on global dynamics for nonlinear stochastic heat conduction via global random attractors theory
• On the method of inverse mapping for solutions of coupled systems of nonlinear differential equations arising in nanofluid flow, heat and mass transfer
• Parameter estimation of Markov‐switching Hammerstein systems using the variational Bayesian approach
• Particle filtering based parameter estimation for systems with output-error type model structures
• Recursive parameter estimation algorithm for multivariate output-error systems
• Solution of two point boundary value problems, a numerical approach: parametric difference method
• Sparse Bayesian Nonlinear System Identification Using Variational Inference
• Weighted parameter estimation for Hammerstein nonlinear ARX systems

This page was built for publication: Parameter estimation of nonlinear output error system under variational Bayesian method based on probabilistic graphical model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5070783)