A homotopy approach to improving PEM identification of ARMAX models
From MaRDI portal
Publication:5947642
DOI10.1016/S0005-1098(01)00081-4zbMath0983.93009MaRDI QIDQ5947642
Kotaro Hirasawa, Jinglu Hu, Kousuke Kumamaru
Publication date: 10 April 2002
Published in: Automatica (Search for Journal in Brave)
convergence; parameter estimation; bias; ARMAX model; bias-remedy least mean square equation error algorithm; homotopy continuation method; multimodality problem; prediction error method
93B30: System identification
93E24: Least squares and related methods for stochastic control systems
Related Items
Parameter identification in dynamic systems using the homotopy optimization approach, Reconstruction of a permeability field with the wavelet multiscale-homotopy method for a nonlinear convection-diffusion equation, A wavelet multiscale-homotopy method for the parameter identification problem of partial differential equations, An adaptive homotopy method for permeability estimation of a nonlinear diffusion equation, A wavelet multiscale-adaptive homotopy method for the inverse problem of nonlinear diffusion equation
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimization by Simulated Annealing
- On covariance function tests used in system identification
- A stochastic training algorithm for artificial neural networks
- On Tikhonov regularization, bias and variance in nonlinear system identification
- Nonlinear black-box modeling in system identification: A unified overview
- Random optimization
- Algorithm 652
- A hybrid algorithm for finding a global minimum
- Bias-remedy least mean square equation error algorithm for IIR parameter recursive estimation
- The composite regressor algorithm for IIR adaptive systems
- System identification and control using genetic algorithms
- Finding Zeroes of Maps: Homotopy Methods That are Constructive With Probability One