Recursive search-based identification algorithms for the exponential autoregressive time series model with coloured noise
From MaRDI portal
Publication:6598712
appropriate innovation lengthautoregressive moving average processesaverage noisecoloured noiseExpARMA modelexponential autoregressive time series modelextended stochastic gradient algorithmforgetting factorgradient methodsgradient searchleast squares approximationsMI-ESG algorithmmultiinnovation ESG algorithmmultiinnovation identification theorynonlinear exponential autoregressive modeloptimal step-sizeparameter estimationparameter estimation accuracyrecursive estimationrecursive parameter estimation problemsrecursive search-based identification algorithmsstochastic processestime seriesunknown parameters
Recommendations
- Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise
- Fitting the exponential autoregressive model through recursive search
- Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory
- On some parameter estimation algorithms for the nonlinear exponential autoregressive model
- Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique
Cites work
- A quasi-boundary regularization method for identifying the initial value of time-fractional diffusion equation on spherically symmetric domain
- A Regularized Variable Projection Algorithm for Separable Nonlinear Least Squares Problems
- Combined state and parameter estimation for a bilinear state space system with moving average noise
- Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering
- Feedback stabilisation of time-delay nonlinear systems with continuous time-varying output function
- Filtering-based multistage recursive identification algorithm for an input nonlinear output-error autoregressive system by using the key term separation technique
- Fitting the exponential autoregressive model through recursive search
- Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications
- Highly computationally efficient state filter based on the delta operator
- Iterative parameter estimation for signal models based on measured data
- Joint optimization of cooperative spectrum sensing and resource allocation in multi-channel cognitive radio sensor networks
- Modeling a nonlinear process using the exponential autoregressive time series model
- Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
- Modified tracking performance limitation of networked time-delay systems with two-channel constraints
- Moving horizon estimation for multirate systems with time-varying time-delays
- Non-linear time series models for non-linear random vibrations
- On some parameter estimation algorithms for the nonlinear exponential autoregressive model
- Particle filtering based parameter estimation for systems with output-error type model structures
- Particle filtering-based recursive identification for controlled auto-regressive systems with quantised output
- Specification, estimation, and evaluation of smooth transition autoregressive models
- State and fault estimation of sandwich systems with hysteresis
- State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors
- Test for periodicity in restrictive EXPAR models
- 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 quasi-boundary value method for identifying the initial value of heat equation on a columnar symmetric domain
- THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS
Cited in
(6)- Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise
- Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique
- Cauchy kernel correntropy-based robust multi-innovation identification method for the nonlinear exponential autoregressive model in non-Gaussian environment
- Data filtering-based recursive identification for an exponential autoregressive moving average model by using the multi-innovation theory
- Multi-innovation recursive methods for a class of nonlinear time series models based on the penalty term
- Adaptive polynomial Kalman filter for nonlinear state estimation in modified AR time series with fixed coefficients
This page was built for publication: Recursive search-based identification algorithms for the exponential autoregressive time series model with coloured noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6598712)
