Filtered generalized iterative parameter identification for equation-error autoregressive models based on the filtering identification idea

DOI10.1002/acs.3753zbMATH Open1545.93605MaRDI QIDQ6585579FDOQ6585579

Authors: Feng Ding, Xingling Shao, Ling Xu, Xiao Zhang, Huan Xu, Yihong Zhou 

Publication date: 12 August 2024

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

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zbMATH Keywords

parameter estimationleast squaresiterative identificationstochastic systemgradient searchmulti-innovation identificationfiltering identification

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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Cited In (8)

• Hierarchical estimation methods based on the penalty term for controlled autoregressive systems with colored noises
• Highly-efficient filtered hierarchical identification algorithms for multiple-input multiple-output systems with colored noises
• Distributed identification based partially-coupled recursive generalized extended least squares algorithm for multivariate input-output-error systems with colored noises from observation data
• Decomposition-based maximum likelihood gradient iterative algorithm for multivariate systems with colored noise
• Adaptive multi-innovation gradient identification algorithms for a controlled autoregressive moving average model
• Filtered auxiliary model recursive generalized extended parameter estimation methods for Box–Jenkins systems by means of the filtering identification idea
• Auxiliary model maximum likelihood gradient-based iterative identification for feedback nonlinear systems
• Sliding window iterative identification for nonlinear closed-loop systems based on the maximum likelihood principle

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