Bias compensation methods for stochastic systems with colored noise

DOI10.1016/J.APM.2010.10.003MaRDI QIDQ552401zbMATH OpenOpenAlexFDO

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

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)

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Cited in

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• 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
• The data-filtering based bias compensation recursive least squares identification for multi-input single-output systems with colored noises
• 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
• Maximum likelihood least squares identification for systems with autoregressive moving average noise
• Singular value decomposition based learning identification for linear time‐varying systems: From recursion to iteration
• Computation of matrix exponentials of special matrices
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• Unbiased identification of a class of multi-input single-output systems with correlated disturbances using bias compensation methods
• Observable state space realizations for multivariable systems
• Two-stage least squares based iterative estimation algorithm for CARARMA system modeling
• Parameter identification methods for an additive nonlinear system
• A novel whale optimization smith predictor based on feedforward compensation for controlling wave rotor refrigeration process
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• scientific article; zbMATH DE number 5371262 (Why is no real title available?)
• Gradient-based iterative identification for MISO Wiener nonlinear systems: application to a glutamate fermentation process
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• Performance analysis of the recursive parameter estimation algorithms for multivariable Box-Jenkins systems
• Hierarchical least squares identification for Hammerstein nonlinear controlled autoregressive systems
• Two identification methods for dual-rate sampled-data nonlinear output-error systems
• Auxiliary model method for transfer function estimation from noisy input and output data
• Comparisons of bias compensation methods and other identification approaches for Box-Jenkins models
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• Iterative parameter identification methods for nonlinear functions
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• Auxiliary model based recursive and iterative least squares algorithm for autoregressive output error autoregressive systems
• A new bias-compensating LS method for continuous system identification in the presence of coloured noise
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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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