Parameter estimation for nonlinear dynamical adjustment models
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Publication:652885
DOI10.1016/J.MCM.2011.04.027zbMATH Open1228.93116OpenAlexW2068293623MaRDI QIDQ652885FDOQ652885
Authors: Yongsong Xiao, Na Yue 
Publication date: 18 December 2011
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2011.04.027
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Cited In (23)
- Recursive least squares parameter estimation algorithm for dual-rate sampled-data nonlinear systems
- Filtering based multi-innovation extended stochastic gradient algorithm for Hammerstein nonlinear system modeling
- Robust and nonlinear control literature survey (No. 26)
- Hierarchical recursive least squares algorithm for Hammerstein systems using the filtering method
- Iterative identification algorithms for bilinear-in-parameter systems with autoregressive moving average noise
- A back propagation algorithm to estimate the parameters of nonlinear dynamic rational models.
- Dynamic Adjustment when the Target is Nonstationary: A Comment
- Improved parameter estimates for non-linear dynamical models using a bootstrap method
- Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models
- A novel parameter separation based identification algorithm for Hammerstein systems
- Multi-innovation stochastic gradient identification for Hammerstein controlled autoregressive autoregressive systems based on the filtering technique
- Joint estimation of states and parameters for an input nonlinear state-space system with colored noise using the filtering technique
- Two-stage least squares based iterative estimation algorithm for CARARMA system modeling
- Parameter identification of systems with preload nonlinearities based on the finite impulse response model and negative gradient search
- Model equivalence-based identification algorithm for equation-error systems with colored noise
- Instrumental variables for nonlinearity recovering in block-oriented systems driven by correlated signals
- Three-stage recursive least squares parameter estimation for controlled autoregressive autoregressive systems
- Gradient-based iterative identification methods for multivariate pseudo-linear moving average systems using the data filtering
- Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle
- Stochastic gradient algorithm for multi-input multi-output Hammerstein FIR-MA-like systems using the data filtering
- Title not available (Why is that?)
- Filtering based recursive least squares algorithm for multi-input multioutput Hammerstein models
- Filtering based recursive least squares algorithm for Hammerstein FIR-MA systems
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