Hierarchical multi-innovation generalised extended stochastic gradient methods for multivariable equation-error autoregressive moving average systems
From MaRDI portal
Publication:6598747
DOI10.1049/IET-CTA.2019.0731zbMATH Open1544.93105MaRDI QIDQ6598747FDOQ6598747
Authors: Ling Xu, Feng Ding, Xian Lu, Lijuan Wan, Jie Sheng 
Publication date: 5 September 2024
Published in: IET Control Theory \& Applications (Search for Journal in Brave)
Recommendations
- Filtered multi-innovation-based iterative identification methods for multivariate equation-error ARMA systems
- Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique
- Hierarchical multi-innovation identification methods for multivariable equation-error-like type systems
- Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory
- Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory
identificationstochastic processesgradient methodsmodel decompositionautoregressive moving average processesinnovation matricesmultivariable EEARMA modelmultivariable EEARMA systemsmultivariable equation-error autoregressive moving average systemssub-identification modelstwo-stage generalised extended stochastic gradient algorithmtwo-stage GESG algorithmtwo-stage MI-GESG algorithmtwo-stage multiinnovation gradient methodstwo-stage multiple innovation GESG algorithm
Hierarchical systems (93A13) System identification (93B30) Multivariable systems, multidimensional control systems (93C35)
Cites Work
- An extension of Paulsen-Gjessing's risk model with stochastic return on investments
- Hierarchical parameter and state estimation for bilinear systems
- Joint optimization of cooperative spectrum sensing and resource allocation in multi-channel cognitive radio sensor networks
- Exit problems for jump processes with applications to dividend problems
- Optimality of the threshold dividend strategy for the compound Poisson model
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes
- Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering
- New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering
- A new reproducing kernel method for variable order fractional boundary value problems for functional differential equations
- Recursive parameter estimation algorithm for multivariate output-error systems
- The perturbed compound Poisson risk process with investment and debit interest
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory
- State space model identification of multirate processes with time-delay using the expectation maximization
- Moving horizon estimation for multirate systems with time-varying time-delays
- Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model
- Modified tracking performance limitation of networked time-delay systems with two-channel constraints
- Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
- Filtering-based multistage recursive identification algorithm for an input nonlinear output-error autoregressive system by using the key term separation technique
- Particle filtering based parameter estimation for systems with output-error type model structures
- A Regularized Variable Projection Algorithm for Separable Nonlinear Least Squares Problems
- A potential-free field inverse Schrödinger problem: optimal error bound analysis and regularization method
- ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
- State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors
- 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
- Constrained Subspace Method for the Identification of Structured State-Space Models (COSMOS)
- Model recovery for Hammerstein systems using the hierarchical orthogonal matching pursuit method
- Model recovery for Hammerstein systems using the auxiliary model based orthogonal matching pursuit method
- Finite iterative solutions to periodic Sylvester matrix equations
- Gradient based approach for generalized discrete-time periodic coupled Sylvester matrix equations
- Parametric solutions to generalized periodic Sylvester bimatrix equations
- Particle filtering-based recursive identification for controlled auto-regressive systems with quantised output
Cited In (7)
- 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
- Multiple-model state-space system identification with time delay using the EM algorithm
- Auxiliary model maximum likelihood gradient-based iterative identification for feedback nonlinear systems
- Filtered multi-innovation-based iterative identification methods for multivariate equation-error ARMA systems
- Sliding window iterative identification for nonlinear closed-loop systems based on the maximum likelihood principle
- A filtering-based recursive extended least squares algorithm and its convergence for finite impulse response moving average systems
This page was built for publication: Hierarchical multi-innovation generalised extended stochastic gradient methods for multivariable equation-error autoregressive moving average systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6598747)
