Distributed Order Estimation of ARX Model under Cooperative Excitation Condition

DOI10.1137/21M1421362MaRDI QIDQ5081092zbMATH OpenOpenAlexFDO

Authors Die Gan, Zhixin Liu

Publication date 1 June 2022

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2110.09826

zbMATH Keywords

convergencecooperative excitation conditiondistributed least squaresdistributed order estimation

Mathematics Subject Classification ID

Distributed algorithms (68W15) System identification (93B30) Least squares and related methods for stochastic control systems (93E24)

Recommendations

• Distributed sparse identification for stochastic dynamic systems under cooperative non-persistent excitation condition
• Distributed estimation for parameter in heterogeneous linear time-varying models with observations at network sensors
• Distributed simultaneous estimation of states and unknown inputs
• Distributed system identification for linear stochastic systems with binary sensors
• Distributed least squares algorithm of continuous-time stochastic regression model based on sampled data

Cites work

• A new look at the statistical model identification
• A NEW WAY TO ESTIMATE ORDERS IN TIME SERIES
• Adaptive Distributed Estimation Based on Recursive Least-Squares and Partial Diffusion
• Analysis of Distributed Adaptive Filters Based on Diffusion Strategies Over Sensor Networks
• Analysis of normalized least mean squares-based consensus adaptive filters under a general information condition
• ARMA model order and parameter estimation using genetic algorithms
• Consistent estimation of the order of stochastic control systems
• Consistent order estimation for linear stochastic feedback control systems (CARMA model)
• Convergence of a Distributed Least Squares
• Convergence rate of least-squares identification and adaptive control for stochastic systems†
• Cooperative constrained parameter estimation by ADMM-RLS
• Distributed estimation for parameter in heterogeneous linear time-varying models with observations at network sensors
• Distributed Incremental-Based LMS for Node-Specific Adaptive Parameter Estimation
• Estimation of nonstationary ARMAX models based on the Hannan-Rissanen method
• Identification and stochastic adaptive control
• Improved consistent estimation of the order of stochastic control systems
• Multivariate linear time series models
• New method of order estimation for ARMA/ARMAX processes
• Robust Distributed Diffusion Recursive Least Squares Algorithms With Side Information for Adaptive Networks
• Steady-State Analysis of Diffusion LMS Adaptive Networks With Noisy Links
• Stochastic Adaptive Optimization With Dithers
• Strong consistency of the PLS criterion for order determination of autoregressive processes
• The estimation of the order of an ARMA process

Cited in

(6)

• Distributed sparse identification for stochastic dynamic systems under cooperative non-persistent excitation condition
• Distributed order estimation for continuous-time stochastic systems
• Stability analysis of distributed Kalman filtering algorithm for stochastic regression model
• Signal-comparison-based distributed estimation under decaying average data rate communications
• Distributed extended stochastic gradient algorithm for joint identification of system parameters and noise model parameters
• Distributed online sparse identification for multivariate stochastic regression models

This page was built for publication: Distributed Order Estimation of ARX Model under Cooperative Excitation Condition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5081092)