Bias compensation methods for stochastic systems with colored noise

DOI10.1016/J.APM.2010.10.003zbMATH Open1217.93163OpenAlexW2040426271MaRDI QIDQ552401FDOQ552401

Authors: Guimei Cui, Yong Zhang 

Publication date: 21 July 2011

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2010.10.003

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zbMATH Keywords

parameter estimationleast squaresrecursive identificationARX-like systemsbias compensation principle

Mathematics Subject Classification ID

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

Cites Work

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Cited In (61)

• The data-filtering based bias compensation recursive least squares identification for multi-input single-output systems with colored noises
• Singular value decomposition based learning identification for linear time‐varying systems: From recursion to iteration
• A novel whale optimization smith predictor based on feedforward compensation for controlling wave rotor refrigeration process
• Fixed-point widely linear MCCC for bias-compensated adaptive filtering
• Least-squares-based iterative identification algorithm for Hammerstein nonlinear systems with non-uniform sampling
• Hierarchical recursive least squares algorithm for Hammerstein systems using the filtering method
• Recursive computational formulas of the least squares criterion functions for scalar system identification
• Parameter estimation for an input nonlinear state space system with time delay
• Hierarchical least squares based iterative estimation algorithm for multivariable Box-Jenkins-like systems using the auxiliary model
• A least squares identification algorithm for a state space model with multi-state delays
• Signal modeling using the gradient search
• A multi-innovation generalized extended stochastic gradient algorithm for output nonlinear autoregressive moving average systems
• Recursive parameter estimation algorithms and convergence for a class of nonlinear systems with colored noise
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• Computation of matrix exponentials of special matrices
• Recursive parameter identification for fermentation processes with the multiple model technique
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• Iterative identification methods for input nonlinear multivariable systems using the key-term separation principle
• Parameter estimation for nonlinear dynamical adjustment models
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• Title not available (Why is that?)
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• Novel parameter estimation of autoregressive signals in the presence of noise
• Iterative solutions of a set of matrix equations by using the hierarchical identification principle

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