Partially-coupled gradient-based iterative algorithms for multivariable output-error-like systems with autoregressive moving average noises
autoregressive moving average noisesautoregressive moving average processescommon parameter estimation vectorscommon parameter vectorcoupled relationshipscoupling identification conceptgradient methodsiterative methodsmultivariable control systemsmultivariable output-error-like systemsoptimal estimateparameter estimationparameter estimation problempartially coupled generalised extended gradient-based iterative algorithmpartially coupled subsystemprimary systemredundant estimates
- Partially coupled iterative identification methods for multivariable equation error type systems
- Partially coupled gradient estimation algorithm for multivariable equation-error autoregressive moving average systems using the data filtering technique
- Hierarchical gradient based iterative parameter estimation algorithm for multivariable output error moving average systems
- Distributed identification based partially-coupled recursive generalized extended least squares algorithm for multivariate input-output-error systems with colored noises from observation data
- A new kernel functions based approach for solving 1-D interface problems
- A numerical approach to generalized periodic Sylvester matrix equation
- A potential-free field inverse Schrödinger problem: optimal error bound analysis and regularization method
- A Regularized Variable Projection Algorithm for Separable Nonlinear Least Squares Problems
- An extension of Paulsen-Gjessing's risk model with stochastic return on investments
- Conjugate gradient-like methods for solving general tensor equation with Einstein product
- Convergence of the iterative algorithm for a general Hammerstein system identification
- Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering
- 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
- Finite iterative solutions to periodic Sylvester matrix equations
- Gradient based approach for generalized discrete-time periodic coupled Sylvester matrix equations
- 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
- Optimality of the threshold dividend strategy for the compound Poisson model
- Parametric solutions to generalized periodic Sylvester bimatrix equations
- Partially coupled gradient estimation algorithm for multivariable equation-error autoregressive moving average systems using the data filtering technique
- Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems
- Particle filtering-based recursive identification for controlled auto-regressive systems with quantised output
- Passage times for a spectrally negative Lévy process with applications to risk theory
- Piecewise reproducing kernel-based symmetric collocation approach for linear stationary singularly perturbed problems
- Recursive parameter estimation algorithm for multivariate output-error systems
- 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 perturbed compound Poisson risk process with investment and debit interest
- Weighted parameter estimation for Hammerstein nonlinear ARX systems
- A coupled recursive least squares algorithm for multivariable systems and its computational amount analysis by using the coupling identification concept
- Distributed identification based partially-coupled recursive generalized extended least squares algorithm for multivariate input-output-error systems with colored noises from observation data
- A recursive identification algorithm for linear discrete periodic systems
- State filtering and parameter estimation for two-input two-output systems with time delay
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