Partially-coupled gradient-based iterative algorithms for multivariable output-error-like systems with autoregressive moving average noises
DOI10.1049/IET-CTA.2019.1027zbMATH Open1542.93385MaRDI QIDQ6609022FDOQ6609022
Authors: Hao Ma, Xiao Zhang, Qinyao Liu, Feng Ding, Xue-bo Jin, Ahmed Alsaedi, Tasawar Hayat 
Publication date: 20 September 2024
Published in: IET Control Theory \& Applications (Search for Journal in Brave)
parameter estimationgradient methodsiterative methodsparameter estimation problemmultivariable control systemsoptimal estimateautoregressive moving average processesautoregressive moving average noisescoupling identification conceptprimary systemcommon parameter estimation vectorscommon parameter vectorcoupled relationshipsmultivariable output-error-like systemspartially coupled generalised extended gradient-based iterative algorithmpartially coupled subsystemredundant estimates
Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10)
Cites Work
- Convergence of the iterative algorithm for a general Hammerstein system identification
- An extension of Paulsen-Gjessing's risk model with stochastic return on investments
- Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems
- Exit problems for jump processes with applications to dividend problems
- Passage times for a spectrally negative Lévy process with applications to risk theory
- 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
- Recursive parameter estimation algorithm for multivariate output-error systems
- Partially coupled gradient estimation algorithm for multivariable equation‐error autoregressive moving average systems using the data filtering technique
- 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
- Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
- Weighted parameter estimation for Hammerstein nonlinear ARX systems
- 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
- 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
- Finite iterative solutions to periodic Sylvester matrix equations
- A new kernel functions based approach for solving 1-D interface problems
- A Numerical Approach To Generalized Periodic Sylvester Matrix Equation
- Gradient based approach for generalized discrete-time periodic coupled Sylvester matrix equations
- Parametric solutions to generalized periodic Sylvester bimatrix equations
- Piecewise reproducing kernel-based symmetric collocation approach for linear stationary singularly perturbed problems
- Conjugate gradient-like methods for solving general tensor equation with Einstein product
- Particle filtering-based recursive identification for controlled auto-regressive systems with quantised output
Cited In (1)
This page was built for publication: Partially-coupled gradient-based iterative algorithms for multivariable output-error-like systems with autoregressive moving average noises
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6609022)
