Recursive maximum likelihood parameter estimation for state space systems using polynomial chaos theory
From MaRDI portal
Publication:646428
DOI10.1016/j.automatica.2011.08.014zbMath1227.62082MaRDI 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
62M20: Inference from stochastic processes and prediction
62F10: Point estimation
37D45: Strange attractors, chaotic dynamics of systems with hyperbolic behavior
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Maximum likelihood Newton recursive and the Newton iterative estimation algorithms for Hammerstein CARAR systems, Parameter estimation for a multivariable state space system with \(d\)-step state-delay
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