Recursive maximum likelihood parameter estimation for state space systems using polynomial chaos theory
DOI10.1016/J.AUTOMATICA.2011.08.014zbMATH Open1227.62082OpenAlexW1986396528MaRDI QIDQ646428FDOQ646428
Authors: Benjamin L. Pence, Hosam K. Fathy, Jeffrey L. Stein 
Publication date: 17 November 2011
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2011.08.014
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Cites Work
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- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
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- A stochastic collocation approach to Bayesian inference in inverse problems
- Modeling multibody systems with uncertainties. I: Theoretical and computational aspects
- Efficient collocational approach for parametric uncertainty analysis
- A generalized polynomial chaos based ensemble Kalman filter with high accuracy
- Stochastic spectral methods for efficient Bayesian solution of inverse problems
Cited In (8)
- Weighted parameter estimation for Hammerstein nonlinear ARX systems
- Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity
- The use of polynomial chaos for parameter identification from measurements in nonlinear dynamical systems
- The filtering based maximum likelihood recursive least squares estimation for multiple-input single-output systems
- Maximum likelihood Newton recursive and the Newton iterative estimation algorithms for Hammerstein CARAR systems
- Parameter estimation for mechanical systems via an explicit representation of uncertainty
- Maximum likelihood recursive state estimation using the expectation maximization algorithm
- Parameter estimation for a multivariable state space system with \(d\)-step state-delay
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