Convergence analysis of a synchronous gradient estimation scheme for time-varying parameter systems
From MaRDI portal
Publication:6489254
DOI10.1016/J.CAM.2023.115724MaRDI QIDQ6489254
Publication date: 19 April 2024
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)
Cites Work
- The recursive least squares identification algorithm for a class of Wiener nonlinear systems
- Maximum likelihood least squares identification for systems with autoregressive moving average noise
- Hierarchical gradient based iterative parameter estimation algorithm for multivariable output error moving average systems
- Hierarchical least-squares based iterative identification for multivariable systems with moving average noises
- Identification of time-varying linear and bilinear systems via Fourier series
- Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise
- Generalized autoregressive score models based on sinh-arcsinh distributions for time series analysis
- Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions
- Regularized adaptive Kalman filter for non-persistently excited systems
- Model recovery for multi-input signal-output nonlinear systems based on the compressed sensing recovery theory
- Distributed system identification for linear stochastic systems with binary sensors
- Estimating time-varying parameters in uncertain differential equations
- Robust dynamic average consensus with prescribed transient and steady state performance
- Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems
- A recursive parameter estimation algorithm for modeling signals with multi-frequencies
- Applying deep learning method in TVP-VAR model under systematic financial risk monitoring and early warning
- Recursive identification of time-varying systems: self-tuning and matrix RLS algorithms
- Dynamic modelling and numerical simulation of formation control for intelligent multi-agent system with target geometric configuration
- Maximum likelihood estimation of stationary multivariate ARFIMA processes
- A new approach for parameter identification of time-varying systems via generalized orthogonal polynomials
- Parameter estimation for block‐oriented nonlinear systems using the key term separation
- Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses
- A Bernstein Polynomial Approach to Estimating Reachable Set of Periodic Piecewise Polynomial Systems
- PARAMETER-VARYING ARTIFICIAL POTENTIAL FIELD CONTROL OF VIRTUAL COUPLING SYSTEM WITH NONLINEAR DYNAMICS
- Robust Output Feedback MPC for LPV Systems Using Interval Observers
- Asymmetric heavy-tailed vector auto-regressive processes with application to financial data
- Bounded Error Identification of Systems With Time-Varying Parameters
- Time-Varying Parameter Identification Algorithms: Finite and Fixed-Time Convergence
- Online State Estimation for Time-Varying Systems
- Parameter Estimation in Adaptive Control of Time-Varying Systems Under a Range of Excitation Conditions
- Distributed fixed‐time optimization for multi‐agent systems with time‐varying objective function
- Three‐stage forgetting factor stochastic gradient parameter estimation methods for a class of nonlinear systems
- Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity
- Auxiliary model‐based recursive least squares algorithm for two‐input single‐output Hammerstein output‐error moving average systems by using the hierarchical identification principle
- Auxiliary model multiinnovation stochastic gradient parameter estimation methods for nonlinear sandwich systems
- The data filtering based multiple‐stage Levenberg–Marquardt algorithm for Hammerstein nonlinear systems
- Least squares parameter estimation and multi-innovation least squares methods for linear fitting problems from noisy data
- Model transformation based distributed stochastic gradient algorithm for multivariate output-error systems
- Iterative parameter identification algorithms for transformed dynamic rational fraction input-output systems
- Parameter estimation for a class of time‐varying systems with the invariant matrix
- Filtered auxiliary model recursive generalized extended parameter estimation methods for Box–Jenkins systems by means of the filtering identification idea
This page was built for publication: Convergence analysis of a synchronous gradient estimation scheme for time-varying parameter systems