Compressed least squares algorithm of continuous-time linear stochastic regression model using sampling data

DOI10.1007/S11424-024-3297-7zbMATH Open1544.93795MaRDI QIDQ6595041FDOQ6595041

Authors: Siyu Xie, Shujun Zhang, Ziming Wang, Die Gan 

Publication date: 29 August 2024

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Recommendations

• Performance analysis of the compressed distributed least squares algorithm
• Distributed least squares algorithm of continuous-time stochastic regression model based on sampled data
• Analysis of compressed distributed adaptive filters
• Performance analysis of least squares algorithm for multivariable stochastic systems
• Sparse parameter identification for stochastic systems based on \(L_\gamma\) regularization

zbMATH Keywords

least squaresparameter identificationcompressed sensingcontinuous-time modelcompressed excitation conditionlinear stochastic regressionsampling data

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Cites Work

• Decoding by Linear Programming
• Stable signal recovery from incomplete and inaccurate measurements
• A simple proof of the restricted isometry property for random matrices
• Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
• Nonlinear systems.
• Title not available (Why is that?)
• Stability of Recursive Stochastic Tracking Algorithms
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
• Deterministic constructions of compressed sensing matrices
• Analysis of compressed distributed adaptive filters
• Compressed Sensing Matrices From Fourier Matrices
• Performance Analysis of $l_0$ Norm Constraint Least Mean Square Algorithm
• Convergence and logarithm laws of self-tuning regulators
• Least squares parameter estimation of continuous-time ARX models from discrete-time data
• Sparse system identification for stochastic systems with general observation sequences
• Time-varying matrix estimation in stochastic continuous-time models under coloured noise using LSM with forgetting factor
• Continuous-Time Model Identification From Filtered Sampled Data: Error Analysis
• Design and performance analysis of deterministic learning of sampled-data nonlinear systems
• On strong consistency of least squares identification algorithms
• Continuous-Time Stochastic Adaptive Tracking—Robustness and Asymptotic Properties
• Convergence analysis of sparse LMS algorithms with \(l_{1}\)-norm penalty based on white input signal
• Online Adaptive Estimation of Sparse Signals: Where RLS Meets the $\ell_1$-Norm
• \(H_{\infty}\) filtering for continuous-time systems with pointwise time-varying delay
• Distributed Sparse Recursive Least-Squares Over Networks
• Performance analysis of the compressed distributed least squares algorithm
• Instrumental variables and LSM in continuous-time parameter estimation
• Continuous-Time Hammerstein System Identification From Sampled Data
• How to deal with parameter estimation in continuous-time stochastic systems
• Distributed sparse identification for stochastic dynamic systems under cooperative non-persistent excitation condition

Cited In (1)

• Distributed least squares algorithm of continuous-time stochastic regression model based on sampled data

This page was built for publication: Compressed least squares algorithm of continuous-time linear stochastic regression model using sampling data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6595041)