Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique
From MaRDI portal
Publication:6598653
DOI10.1049/IET-CTA.2018.6132zbMATH Open1544.93786MaRDI QIDQ6598653FDOQ6598653
parameter estimationgradient methodsfiltering theorydata filtering techniqueautoregressive moving average processesmultiinnovation gradient estimation algorithmsmultiinnovation stochastic gradient algorithmmultivariate equation-error autoregressivemultivariate pseudolinear autoregressive moving average systems
Recommendations
- Filtered multi-innovation-based iterative identification methods for multivariate equation-error ARMA systems
- Filtering-based recursive least squares estimation approaches for multivariate equation-error systems by using the multiinnovation theory
- New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering
- 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
- Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory
Cites work
- scientific article; zbMATH DE number 4066707 (Why is no real title available?)
- A Regularized Variable Projection Algorithm for Separable Nonlinear Least Squares Problems
- A filtering based multi-innovation gradient estimation algorithm and performance analysis for nonlinear dynamical systems
- A proportional differential control method for a time-delay system using the Taylor expansion approximation
- A recursive identification algorithm for Wiener nonlinear systems with linear state-space subsystem
- Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique
- Application of the Newton iteration algorithm to the parameter estimation for dynamical systems
- Combined state and parameter estimation for a bilinear state space system with moving average noise
- Decomposition-based recursive least squares identification methods for multivariate pseudo-linear systems using the multi-innovation
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory
- Exit problems for jump processes with applications to dividend problems
- Feedback stabilisation of time-delay nonlinear systems with continuous time-varying output function
- Gradient-Based Parameter Estimation in Pairwise Linear Gaussian System
- Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses
- Highly computationally efficient state filter based on the delta operator
- Iterative parameter estimation for signal models based on measured data
- New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering
- Nonexponential asymptotics for the solutions of renewal equations, with applications
- ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes
- Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
- Optimal tracking performance and design of networked control systems with packet dropouts
- Optimality of the threshold dividend strategy for the compound Poisson model
- Recursive least squares identification methods for multivariate pseudo-linear systems using the data filtering
- Recursive parameter identification of the dynamical models for bilinear state space systems
- Robust Constrained Control for MIMO Nonlinear Systems Based on Disturbance Observer
- Robust adaptive parameter estimation of sinusoidal signals
- Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint
- The hierarchical iterative identification algorithm for multi-input-output-error systems with autoregressive noise
- Two-stage least squares based iterative estimation algorithm for CARARMA system modeling
Cited in
(4)- Filtered multi-innovation-based iterative identification methods for multivariate equation-error ARMA systems
- Filtering-based recursive least squares estimation approaches for multivariate equation-error systems by using the multiinnovation theory
- Hierarchical multi-innovation generalised extended stochastic gradient methods for multivariable equation-error autoregressive moving average systems
- Directional expansion-based fault diagnosis algorithm using orthotopic and ellipsoidal filtering
This page was built for publication: Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6598653)
