EM algorithm-based identification of a class of nonlinear Wiener systems with missing output data

DOI10.1007/S11071-014-1871-6zbMATH Open1345.93151OpenAlexW2126495632MaRDI QIDQ748024FDOQ748024

Weili Xiong, Baoguo Xu, Xianqiang Yang, Liang Ke

Publication date: 19 October 2015

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-014-1871-6

zbMATH Keywords

parameter estimationexpectation-maximization algorithmWiener modelmissing output data

Mathematics Subject Classification ID

Simulation of dynamical systems (37M05) Dynamical systems in control (37N35) Nonlinear systems in control theory (93C10) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

Cites Work

• Title not available (Why is that?)
• On the convergence properties of the EM algorithm
• Recursive least squares estimation algorithm applied to a class of linear-in-parameters output error moving average systems
• Auxiliary model-based least-squares identification methods for Hammerstein output-error systems
• An iterative numerical algorithm for modeling a class of Wiener nonlinear systems
• Combined state and least squares parameter estimation algorithms for dynamic systems
• An efficient hierarchical identification method for general dual-rate sampled-data systems
• Hierarchical estimation algorithms for multivariable systems using measurement information
• Hierarchical Least Squares Identification for Linear SISO Systems With Dual-Rate Sampled-Data
• Least squares based and gradient based iterative identification for Wiener nonlinear systems
• Maximum likelihood identification of Wiener models
• A multi-innovation generalized extended stochastic gradient algorithm for output nonlinear autoregressive moving average systems
• Several gradient-based iterative estimation algorithms for a class of nonlinear systems using the filtering technique
• Identification of Hammerstein nonlinear ARMAX systems
• Parameter estimation with scarce measurements
• Gradient-based iterative identification for Wiener nonlinear systems with non-uniform sampling
• Least-squares parameter estimation for systems with irregularly missing data
• Data-driven monitoring for stochastic systems and its application on batch process
• Convergence analysis of recursive identification algorithms based on the nonlinear Wiener model
• Identifying MIMO Wiener systems using subspace model identification methods
• Identification for disturbed MIMO Wiener systems
• Instrumental variables approach to identification of a class of MIMO Wiener systems
• Combined parameter and output estimation of dual-rate systems using an auxiliary model
• System identification using slow and irregular output samples
• Identification of ARX-models subject to missing data
• Recusrsive prediction error identification using the nonlinear Wiener model
• Multiple model approach to linear parameter varying time-delay system identification with EM algorithm

Cited In (17)

• Parameter estimation of Wiener systems based on the particle swarm iteration and gradient search principle
• Variational Bayesian-based iterative algorithm for ARX models with random missing outputs
• Dual Extreme Learning Machines-Based Spatiotemporal Modeling for Nonlinear Distributed Thermal Processes
• Auxiliary model-based iterative estimation algorithms for nonlinear systems using the covariance matrix adaptation strategy
• Nonparametric identification based on Gaussian process regression for distributed parameter systems
• Instrumental variable‐based multi‐innovation gradient estimation for nonlinear systems with scarce measurements
• Identification of Gaussian process with switching noise mode and missing data
• Two-stage instrumental variables identification of polynomial Wiener systems with invertible nonlinearities
• Data filtering based forgetting factor stochastic gradient algorithm for Hammerstein systems with saturation and preload nonlinearities
• The modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noise
• Variable knot-based spline approximation recursive Bayesian algorithm for the identification of Wiener systems with process noise
• Robust identification of linear ARX models with recursive EM algorithm based on Student's t-distribution
• Identification of jump Markov autoregressive exogenous systems with missing measurements
• Identification of LTI time-delay systems with missing output data using GEM algorithm
• A novel two-stage estimation algorithm for nonlinear Hammerstein-Wiener systems from noisy input and output data
• Nuclear norm system identification with missing inputs and outputs
• Identification of ARX-models subject to missing data

This page was built for publication: EM algorithm-based identification of a class of nonlinear Wiener systems with missing output data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q748024)