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

zbMATH Keywords

identification methodslinear/nonlinear models

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes and prediction (62M20) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

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Cites work

• scientific article; zbMATH DE number 4017400 (Why is no real title available?)
• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• scientific article; zbMATH DE number 2061746 (Why is no real title available?)
• scientific article; zbMATH DE number 810021 (Why is no real title available?)
• A generalized polynomial chaos based ensemble Kalman filter with high accuracy
• A stochastic collocation approach to Bayesian inference in inverse problems
• Efficient collocational approach for parametric uncertainty analysis
• Modeling multibody systems with uncertainties. I: Theoretical and computational aspects
• Stochastic spectral methods for efficient Bayesian solution of inverse problems
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

Cited in

(9)

• 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
• The filtering based maximum likelihood recursive least squares estimation for multiple-input single-output systems
• The use of polynomial chaos for parameter identification from measurements in nonlinear dynamical systems
• Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity
• Parameter estimation for a multivariable state space system with \(d\)-step state-delay
• Weighted parameter estimation for Hammerstein nonlinear ARX systems
• Sampling free iterative PCE filter for state and parameter estimation of nonlinear dynamical systems
• Maximum likelihood recursive state estimation using the expectation maximization algorithm

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