A globally consistent nonlinear least squares estimator for identification of nonlinear rational systems

DOI10.1016/j.automatica.2016.11.009zbMath1355.93196OpenAlexW2573241147MaRDI QIDQ510143

Er-wei Bai, Quanmin Zhu, Wei Xing Zheng, Bi-Qiang Mu

Publication date: 16 February 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2016.11.009

zbMATH Keywords

\(\sqrt{N}\)-consistent estimatorsGauss-Newton algorithmsnonlinear least squares estimatorsnonlinear rational systemstwo-step estimators

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (14)

Biased compensation recursive least squares-based threshold algorithm for time-delay rational models via redundant rule ⋮ A novel reduced-order algorithm for rational models based on Arnoldi process and Krylov subspace ⋮ Weight least squares algorithm for rational models with outliers ⋮ Accelerated identification algorithms for rational models based on the vector transformation ⋮ Bias compensated stochastic gradient algorithm for identification of an ARX‐type nonlinear rational model and its application in modeling of the dynamic of the cellular toxicity ⋮ Augmented flexible least squares algorithm for time‐varying parameter systems ⋮ Volatility GARCH models with the ordered weighted average (OWA) operators ⋮ Iterative parameter identification algorithms for transformed dynamic rational fraction input-output systems ⋮ Improved gradient descent algorithms for time-delay rational state-space systems: intelligent search method and momentum method ⋮ A generalized minimal residual based iterative back propagation algorithm for polynomial nonlinear models ⋮ Control of complex nonlinear dynamic rational systems ⋮ Auxiliary model based recursive generalized least squares identification algorithm for multivariate output-error autoregressive systems using the decomposition technique ⋮ Maximum likelihood based identification methods for rational models ⋮ Hierarchical parameter and state estimation for bilinear systems

Uses Software

• System Identification Toolbox

Cites Work

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