Partially-coupled gradient-based iterative algorithms for multivariable output-error-like systems with autoregressive moving average noises
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
- 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 Regularized Variable Projection Algorithm for Separable Nonlinear Least Squares Problems
- 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
- 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 Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems
- Partially coupled gradient estimation algorithm for multivariable equation-error autoregressive moving average systems using the data filtering technique
- 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
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