Recursive maximum likelihood parameter estimation for state space systems using polynomial chaos theory

DOI10.1016/j.automatica.2011.08.014zbMath1227.62082OpenAlexW1986396528MaRDI QIDQ646428

Benjamin L. Pence, Jeffrey L. Stein, Hosam K. Fathy

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

zbMATH Keywords

identification methodslinear/nonlinear models

Mathematics Subject Classification ID

Related Items (5)

Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity ⋮ Maximum likelihood Newton recursive and the Newton iterative estimation algorithms for Hammerstein CARAR systems ⋮ Weighted parameter estimation for Hammerstein nonlinear ARX systems ⋮ Parameter estimation for a multivariable state space system with \(d\)-step state-delay ⋮ The filtering based maximum likelihood recursive least squares estimation for multiple-input single-output systems

Cites Work

• A generalized polynomial chaos based ensemble Kalman filter with high accuracy
• Stochastic spectral methods for efficient Bayesian solution of inverse problems
• Modeling multibody systems with uncertainties. I: Theoretical and computational aspects
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
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