Filtering-based recursive least squares estimation approaches for multivariate equation-error systems by using the multiinnovation theory
From MaRDI portal
(Redirected from Publication:6494697)
Recommendations
- Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique
- Maximum likelihood-based recursive least-squares estimation for multivariable systems using the data filtering technique
- Filtered multi-innovation-based iterative identification methods for multivariate equation-error ARMA systems
- The filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theory
- Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise
Cites work
- A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation
- A recursive parameter estimation algorithm for modeling signals with multi-frequencies
- A Regularized Variable Projection Algorithm for Separable Nonlinear Least Squares Problems
- Adaptive parameter estimation for a general dynamical system with unknown states
- An extension of Paulsen-Gjessing's risk model with stochastic return on investments
- Differentially Private MIMO Filtering for Event Streams
- Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems
- Highly computationally efficient state filter based on the delta operator
- scientific article; zbMATH DE number 4066707 (Why is no real title available?)
- Lattice-Filter-Based Multivariate Autoregressive Spectral Estimation With Joint Model Order and Estimation Bandwidth Adaptation
- Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity
- Moving horizon estimation for multirate systems with time-varying time-delays
- Multivariate AR systems and mixed frequency data: G-identifiability and estimation
- On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments
- Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
- Parameter estimation for block-oriented nonlinear systems using the key term separation
- Piecewise reproducing kernel-based symmetric collocation approach for linear stationary singularly perturbed problems
- Recursive least squares algorithm and gradient algorithm for Hammerstein-Wiener systems using the data filtering
- Recursive parameter estimation algorithm for multivariate output-error systems
- Recursive parameter estimation methods and convergence analysis for a special class of nonlinear systems
- Reproducing kernel function-based Filon and Levin methods for solving highly oscillatory integral
- Robust adaptive control of nonlinearly parametrized multivariable systems with unmatched disturbances
- Spectrally negative Lévy risk model under Erlangized barrier strategy
- State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors
- State space model identification of multirate processes with time-delay using the expectation maximization
- Tensor network alternating linear scheme for MIMO Volterra system identification
- The expected discounted penalty function under a renewal risk model with stochastic income
- The filtering‐based maximum likelihood iterative estimation algorithms for a special class of nonlinear systems with autoregressive moving average noise using the hierarchical identification principle
- The innovation algorithms for multivariable state-space models
- Three‐stage forgetting factor stochastic gradient parameter estimation methods for a class of nonlinear systems
- Two-stage auxiliary model gradient-based iterative algorithm for the input nonlinear controlled autoregressive system with variable-gain nonlinearity
- Weighted parameter estimation for Hammerstein nonlinear ARX systems
Cited in
(10)- Auxiliary model-based iterative estimation algorithms for nonlinear systems using the covariance matrix adaptation strategy
- Filtered multi-innovation-based iterative identification methods for multivariate equation-error ARMA systems
- A filtering-based recursive extended least squares algorithm and its convergence for finite impulse response moving average systems
- A coupled recursive least squares algorithm for multivariable systems and its computational amount analysis by using the coupling identification concept
- Filtered generalized iterative parameter identification for equation-error autoregressive models based on the filtering identification idea
- Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique
- Parameter estimation methods of linear continuous-time time-delay systems from multi-frequency response data
- Hierarchical gradient-based iterative parameter estimation algorithms for a nonlinear feedback system based on the hierarchical identification principle
- A novel recursive multivariate nonlinear time-series modeling method by using the coupling identification concept
- Identification algorithms for nonlinear exponential autoregressive model with unknown time-delay and colored noise
This page was built for publication: Filtering-based recursive least squares estimation approaches for multivariate equation-error systems by using the multiinnovation theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6494697)
