New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering
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parameter identificationfiltering-based multivariate generalized stochastic gradient (F-M-GSG) algorithmmultivariate generalized stochastic gradient (M-GSG) algorithmmultivariate multi-innovation generalized stochastic gradient (M-MI-GSG) algorithmmultivariate pseudo-linear autoregressive systemsparameter estimation accuracy
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Cites work
- A novel parameter separation based identification algorithm for Hammerstein systems
- A proportional differential control method for a time-delay system using the Taylor expansion approximation
- A recursive least squares algorithm for pseudo-linear ARMA systems using the auxiliary model and the filtering technique
- Application of the Newton iteration algorithm to the parameter estimation for dynamical systems
- Continuous and discrete state estimation for switched LPV systems using parameter identification
- Continuous-time model predictive control of under-actuated spacecraft with bounded control torques
- Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering
- Distributed receding horizon control of constrained nonlinear vehicle formations with guaranteed \(\gamma\)-gain stability
- Fast Kalman-Like Optimal Unbiased FIR Filtering With Applications
- Gradient-based iterative identification methods for multivariate pseudo-linear moving average systems using the data filtering
- Hierarchical gradient parameter estimation algorithm for Hammerstein nonlinear systems using the key term separation principle
- Hierarchical parameter estimation for a class of MIMO Hammerstein systems based on the reframed models
- Improved least squares identification algorithm for multivariable Hammerstein systems
- Joint estimation of states and parameters for an input nonlinear state-space system with colored noise using the filtering technique
- Joint state filtering and parameter estimation for linear stochastic time-delay systems
- Mean-square filtering for uncertain linear stochastic systems
- Multi-innovation stochastic gradient identification for Hammerstein controlled autoregressive autoregressive systems based on the filtering technique
- Novel data filtering based parameter identification for multiple-input multiple-output systems using the auxiliary model
- Operational modal parameter estimation of MIMO systems using transmissibility functions
- Parameter estimation algorithms for multivariable Hammerstein CARMA systems
- Parameter identification of a class of nonlinear systems based on the multi-innovation identification theory
- Recursive least squares and multi-innovation gradient estimation algorithms for bilinear stochastic systems
- Recursive least squares and multi-innovation stochastic gradient parameter estimation methods for signal modeling
- System Identification for Passive Linear Quantum Systems
Cited in
(36)- Hierarchical gradient-based iterative parameter estimation algorithms for a nonlinear feedback system based on the hierarchical identification principle
- Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model
- Fully parametric identification for continuous time fractional order Hammerstein systems
- Partially coupled multi-innovation stochastic gradient type identification methods for multivariate pseudo-linear regressive systems
- Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems
- Bias correction-based recursive estimation for dual-rate output-error systems with sampling noise
- Robust fault tolerant tracking control for the multi-joint manipulator based on operator theory
- Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory
- Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory
- Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise
- Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique
- Improved least-squares identification for multiple-output non-linear stochastic systems
- Recursive parameter estimation and its convergence for bilinear systems
- Hierarchical parameter and state estimation for bilinear systems
- Least squares parameter estimation and multi-innovation least squares methods for linear fitting problems from noisy data
- Filtering‐based multi‐innovation recursive identification methods for input nonlinear systems with piecewise‐linear nonlinearity based on the optimization criterion
- Separable multi‐innovation stochastic gradient estimation algorithm for the nonlinear dynamic responses of systems
- Recursive least squares identification methods for multivariate pseudo-linear systems using the data filtering
- A recursive parameter estimation algorithm for modeling signals with multi-frequencies
- Parameter estimation methods of linear continuous-time time-delay systems from multi-frequency response data
- Recursive identification of bilinear time-delay systems through the redundant rule
- Separable synthesis gradient estimation methods and convergence analysis for multivariable systems
- Data filtering‐based parameter estimation algorithms for a class of nonlinear systems with colored noises
- Gradient-based iterative identification methods for multivariate pseudo-linear moving average systems using the data filtering
- Filtered auxiliary model recursive generalized extended parameter estimation methods for Box–Jenkins systems by means of the filtering identification idea
- Recursive identification of errors-in-variables systems based on the correlation analysis
- Identification of errors-in-variables ARX models using modified dynamic iterative PCA
- Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise
- The filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theory
- The data filtering based generalized stochastic gradient parameter estimation algorithms for multivariate output-error autoregressive systems using the auxiliary model
- scientific article; zbMATH DE number 6830860 (Why is no real title available?)
- Hierarchical least squares identification for feedback nonlinear equation-error systems
- Multi-innovation identification methods for linear-parameter systems
- Decomposition-based recursive least squares identification methods for multivariate pseudo-linear systems using the multi-innovation
- Maximum likelihood least squares‐based iterative methods for output‐error bilinear‐parameter models with colored noises
- Hierarchical multi-innovation generalised extended stochastic gradient methods for multivariable equation-error autoregressive moving average systems
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