Least squares based iterative parameter estimation algorithm for multivariable controlled ARMA system modelling with finite measurement data
From MaRDI portal
Publication:636441
DOI10.1016/J.MCM.2010.12.034zbMATH Open1219.62133OpenAlexW1968865311MaRDI QIDQ636441FDOQ636441
Authors: Bo Bao, Yingqin Xu, Jie Sheng, Ruifeng Ding 
Publication date: 28 August 2011
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2010.12.034
Recommendations
- Hierarchical least-squares based iterative identification for multivariable systems with moving average noises
- Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique
- Two-stage least squares based iterative estimation algorithm for CARARMA system modeling
- Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems
- Hierarchical least squares based iterative estimation algorithm for multivariable Box-Jenkins-like systems using the auxiliary model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30)
Cites Work
- Hierarchical gradient-based identification of multivariable discrete-time systems
- Hierarchical least squares identification methods for multivariable systems
- Parameter estimation of dual-rate stochastic systems by using an output error method
- Auxiliary model-based least-squares identification methods for Hammerstein output-error systems
- Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model
- Iterative solutions of the generalized Sylvester matrix equations by using the hierarchical identification principle
- Iterative least-squares solutions of coupled sylvester matrix equations
- On Iterative Solutions of General Coupled Matrix Equations
- Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems
- Gradient based iterative algorithms for solving a class of matrix equations
- Gradient based and least squares based iterative algorithms for matrix equations \(AXB + CX^{T}D = F\)
- Iterative solutions to matrix equations of the form \(A_{i}XB_{i}=F_{i}\)
- Gradient based iterative solutions for general linear matrix equations
- Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems
- Kalman filter-based identification for systems with randomly missing measurements in a network environment
- Hierarchical least-squares based iterative identification for multivariable systems with moving average noises
- Iterative solutions to the extended Sylvester-conjugate matrix equations
- Performance analysis of multi-innovation gradient type identification methods
- On the equivalence of time and frequency domain maximum likelihood estimation
- An iterative algorithm for the reflexive solutions of the generalized coupled Sylvester matrix equations and its optimal approximation
- Identification of Hammerstein nonlinear ARMAX systems
- Time series AR modeling with missing observations based on the polynomial transformation
- Least squares based iterative identification for a class of multirate systems
- Multi-innovation extended stochastic gradient algorithm and its performance analysis
- Least-squares parameter estimation for systems with irregularly missing data
- 2-norm based recursive design of transmultiplexers with designable filter length
- Auxiliary model identification method for multirate multi-input systems based on least squares
- Performance bounds of forgetting factor least-squares algorithms for time-varying systems with finite measurement data
- \(l_2-l_\infty\) filtering for multirate systems based on lifted models
- Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems
- Hierarchical identification of lifted state-space models for general dual-rate systems
- Adaptive Digital Control of Hammerstein Nonlinear Systems with Limited Output Sampling
- Self-tuning control based on multi-innovation stochastic gradient parameter estimation
- Signal frequency and parameter estimation for power systems using the hierarchical identification principle
- Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
- An iterative algorithm for solving a pair of matrix equations \(AYB=E\), \(CYD=F\) over generalized centro-symmetric matrices
- Kalman filter-based adaptive control for networked systems with unknown parameters and randomly missing outputs
- Gradient-based iterative parameter estimation for Box-Jenkins systems
- Auxiliary model based recursive generalized least squares parameter estimation for Hammerstein OEAR systems
- Auxiliary model based multi-innovation algorithms for multivariable nonlinear systems
- Combined parameter and output estimation of dual-rate systems using an auxiliary model
- Identification for multirate multi-input systems using the multi-innovation identification theory
- Transformations between some special matrices
- Extended stochastic gradient identification algorithms for Hammerstein-Wiener ARMAX systems
- Auxiliary model-based RELS and MI-ELS algorithm for Hammerstein OEMA systems
- Hierarchical least squares algorithms for single-input multiple-output systems based on the auxiliary model
- Modeling and computer simulation of the identification problem related to the sludge concentration in a settler
Cited In (16)
- Least-squares-based iterative identification algorithm for Hammerstein nonlinear systems with non-uniform sampling
- Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems
- Iterative identification algorithm for Wiener nonlinear systems using the Newton method
- Hierarchical least squares based iterative estimation algorithm for multivariable Box-Jenkins-like systems using the auxiliary model
- Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models
- Maximum likelihood least squares identification for systems with autoregressive moving average noise
- Hierarchical least-squares based iterative identification for multivariable systems with moving average noises
- An iterative least squares estimation algorithm for controlled moving average systems based on matrix decomposition
- The residual based interactive least squares algorithms and simulation studies
- Gradient-based iterative identification for MISO Wiener nonlinear systems: application to a glutamate fermentation process
- Short-time linear quadratic form technique for estimating fast-varying parameters in feedback loops
- Maximum likelihood least squares identification method for input nonlinear finite impulse response moving average systems
- Least squares problems with absolute quadratic constraints
- Multistage least squares based iterative estimation for feedback nonlinear systems with moving average noises using the hierarchical identification principle
- Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions
- Gradient based estimation algorithm for Hammerstein systems with saturation and dead-zone nonlinearities
This page was built for publication: Least squares based iterative parameter estimation algorithm for multivariable controlled ARMA system modelling with finite measurement data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q636441)
