System identification of nonlinear state-space models
From MaRDI portal
Publication:629040
Recommendations
- Maximum likelihood recursive state estimation using the expectation maximization algorithm
- Parameter estimation in general state-space models using particle methods
- Robust maximum-likelihood estimation of multivariable dynamic systems
- Maximum likelihood in statistical estimation of dynamic systems: Decomposition algorithm and simulation results
- Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models
Cites work
- A Basic Convergence Result for Particle Filtering
- A sequential smoothing algorithm with linear computational cost
- Equation of state calculations by fast computing machines
- Facts, Conjectures, and Improvements for Simulated Annealing
- Fitting Stochastic Volatility Models in the Presence of Irregular Sampling via Particle Methods and the EM Algorithm
- scientific article; zbMATH DE number 3928227 (Why is no real title available?)
- scientific article; zbMATH DE number 65796 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 739537 (Why is no real title available?)
- scientific article; zbMATH DE number 879773 (Why is no real title available?)
- Input-output parametric models for non-linear systems Part II: stochastic non-linear systems
- Maximum-likelihood parameter estimation of bilinear systems
- Monte Carlo Smoothing for Nonlinear Time Series
- On covariance function tests used in system identification
- On the convergence properties of the EM algorithm
- Optimal smoothing of nonlinear dynamic systems via Monte Carlo Markov chains
- Parameter estimation in general state-space models using particle methods
- Parameter estimation in stochastic grey-box models.
- Practical grey-box process identification. Theory and applications
- Robust maximum-likelihood estimation of multivariable dynamic systems
- Sequential Monte Carlo methods in practice. Foreword by Adrian Smith
- Simulation methodology - an introduction for queueing theorists
- Smoothing algorithms for state-space models
- Stochastic processes and filtering theory
- Strong laws of large numbers under weak assumptions with application
- System identification from multiple input/output data
- The EM Algorithm and Extensions, 2E
- The Monte Carlo Method
- Two-filter formulae for discrete-time non-linear bayesian smoothing
Cited in
(95)- Maximum likelihood in statistical estimation of dynamic systems: Decomposition algorithm and simulation results
- Estimating remaining useful life for degrading systems with large fluctuations
- Editorial: Recent development on nonlinear methods in function spaces and applications in nonlinear fractional differential equations
- On kernel design for regularized LTI system identification
- Performance analysis of the recursive parameter estimation algorithms for multivariable Box-Jenkins systems
- Robust identification of Wiener time-delay system with expectation-maximization algorithm
- Identification of block-oriented nonlinear systems starting from linear approximations: a survey
- Recursive parameter identification of the dynamical models for bilinear state space systems
- Maximum likelihood identification of stable linear dynamical systems
- Towards efficient maximum likelihood estimation of LPV-SS models
- System Identification Toolbox
- A robust global approach for LPV FIR model identification with time-varying time delays
- Nonlinear black-box modeling in system identification: A unified overview
- Identification of Wiener-Hammerstein models based on variational Bayesian approach in the presence of process noise
- Parameter estimation for jump Markov linear systems
- Variational system identification for nonlinear state-space models
- Expectation-maximization algorithm for bilinear systems by using the Rauch-Tung-Striebel smoother
- Maximum likelihood recursive state estimation using the expectation maximization algorithm
- Identification of linear systems with multiplicative noise from multiple trajectory data
- Identification of stochastic nonlinear models using optimal estimating functions
- Robust identification of linear ARX models with recursive EM algorithm based on Student's t-distribution
- Linear prediction error methods for stochastic nonlinear models
- Boolean Kalman filter and smoother under model uncertainty
- Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective
- A recursive identification algorithm for Wiener nonlinear systems with linear state-space subsystem
- Robust identification of nonlinear time-delay system in state-space form
- A least squares identification algorithm for a state space model with multi-state delays
- Kernel-based local order estimation of nonlinear nonparametric systems
- Recursive least squares estimation algorithm applied to a class of linear-in-parameters output error moving average systems
- Identification and modeling of nonlinear dynamical systems using a novel self-organizing RBF-based approach
- A flexible state-space model for learning nonlinear dynamical systems
- Maximum likelihood Newton recursive and the Newton iterative estimation algorithms for Hammerstein CARAR systems
- On particle methods for parameter estimation in state-space models
- Computational system identification for Bayesian NARMAX modelling
- Stochastic quasi-Newton with line-search regularisation
- Further results on ``System identification of nonlinear state-space models
- Particle filter with one-step randomly delayed measurements and unknown latency probability
- Set-membership identification and fault detection using a Bayesian framework
- Robust particle filter -- anti-zero bias modification
- An identification method for nonlinear systems with colored measurement noise
- Bias compensation based partially coupled recursive least squares identification algorithm with forgetting factors for MIMO systems: application to PMSMs
- A recursive least squares algorithm for pseudo-linear ARMA systems using the auxiliary model and the filtering technique
- scientific article; zbMATH DE number 3856916 (Why is no real title available?)
- Auxiliary model based least squares identification method for a state space model with a unit time-delay
- Recognizing recurrent neural networks (rRNN): Bayesian inference for recurrent neural net\-works
- On- and off-line identification of linear state-space models
- Identification of a class of nonlinear state-space models using RPE techniques
- Periodically collapsing Evans bubbles and stock-price volatility
- Introduction to the works of Rodney C. Wingrove: Engineering approaches to macroeconomic modeling
- Structure detection and parameter estimation for NARX models in a unified EM framework
- Observable state space realizations for multivariable systems
- A method for the identification of state space models from input and output measurements
- Semi-empirical modeling of non-linear dynamic systems through identification of operating regimes and local models
- On model order priors for Bayesian identification of SISO linear systems
- Nonlinear System Identification: A User-Oriented Road Map
- Iterative Model Identification of Nonlinear Systems of Unknown Structure: Systematic Data-Based Modeling Utilizing Design of Experiments
- Recursive least-squares algorithm for a characteristic model with coloured noise by means of the data filtering technique
- Adaptive Kalman filtering for closed-loop systems based on the observation vector covariance
- On robust input design for nonlinear dynamical models
- EM-based identification of continuous-time ARMA models from irregularly sampled data
- Fisher information matrix for single molecules with stochastic trajectories
- Method for joint estimation for states and parameters concerning non-linear systems with time-correlated measurement noise
- The innovation algorithms for multivariable state-space models
- Bias correction through filtering omitted variables and instruments
- Nonlinear state-space system identification with robust Laplace model
- Highly computationally efficient state filter based on the delta operator
- On the modelling of nested risk-neutral stochastic processes with applications in insurance
- A new paradigm for parameter estimation in system modeling
- Nonlinear system identification using two-dimensional wavelet-based state-dependent parameter models
- Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs
- Reasoning about nonlinear system identification
- Structured learning of rigid‐body dynamics: A survey and unified view from a robotics perspective
- Learning low-dimensional separable decompositions of MIMO non-linear systems
- Deep subspace encoders for nonlinear system identification
- Comparison of simulation-based algorithms for parameter estimation and state reconstruction in nonlinear state-space models
- Evolutionary sparse data-driven discovery of multibody system dynamics
- Filtered auxiliary model recursive generalized extended parameter estimation methods for Box–Jenkins systems by means of the filtering identification idea
- A novel system identification algorithm for nonlinear Markov jump system
- Sequential discretization schemes for a class of stochastic differential equations and their application to Bayesian filtering
- Identification of polynomial nonlinear systems based on center manifold
- Consistent estimators for nonlinear vessel models
- Identification of Wiener state-space models utilizing Gaussian sum smoothing
- Identification of nonlinear system composed of parallel coupling of Wiener and Hammerstein models
- Meta-state-space learning: an identification approach for stochastic dynamical systems
- Joint parameter and state estimation for input-nonlinear state-space models with random data missing based on Kalman smoothing
- Distributed identification of stable large-scale isomorphic nonlinear networks using partial observations
- Learning dynamical systems with particle stochastic approximation EM
- Latency probability estimation of non-linear systems with one-step randomly delayed measurements
- Four encounters with system identification
- New smoothed-state estimation for correlated process and measurement noises
- Parameterizations for large-scale variational system identification using unconstrained optimization
- Recursive parameter estimation for jump Markov linear systems
- Gradient-based parameter identification algorithms for observer canonical state space systems using state estimates
- Parameter and state identification in non-linearizable uncertain systems
- High-speed train emergency brake modeling and online identification of time-varying parameters
This page was built for publication: System identification of nonlinear state-space models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q629040)
