Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise

DOI10.1016/J.JFRANKLIN.2020.03.047zbMATH Open1441.93312OpenAlexW3017180977MaRDI QIDQ776148FDOQ776148

Authors: Lijuan Liu, Haibo Liu, Feng Ding, Ahmed Alsaedi, Tasawar Hayat 

Publication date: 30 June 2020

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2020.03.047

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Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Identification in stochastic control theory (93E12)

Cites Work

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Cited In (19)

• Gradient-based parameter estimation for input nonlinear systems with ARMA noises based on the auxiliary model
• Three‐stage forgetting factor stochastic gradient parameter estimation methods for a class of nonlinear systems
• Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity
• Recursive least-squares algorithm for a characteristic model with coloured noise by means of the data filtering technique
• Variational Bayesian identification for bilinear state space models with Markov‐switching time delays
• Data filtering based stochastic gradient algorithms for multivariable CARAR-like systems
• Filtering‐based multi‐innovation recursive identification methods for input nonlinear systems with piecewise‐linear nonlinearity based on the optimization criterion
• Hierarchical maximum likelihood generalized extended stochastic gradient algorithms for bilinear‐in‐parameter systems
• Data filtering based maximum likelihood extended gradient method for multivariable systems with autoregressive moving average noise
• Maximum likelihood based recursive parameter estimation for controlled autoregressive ARMA systems using the data filtering technique
• Partially coupled gradient estimation algorithm for multivariable equation-error autoregressive moving average systems using the data filtering technique
• Auxiliary model maximum likelihood gradient-based iterative identification for feedback nonlinear systems
• A novel dynamic nonlinear partial least squares based on the cascade structure
• Iterative parameter identification algorithms for the generalized time‐varying system with a measurable disturbance vector
• Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems
• The filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theory
• Data filtering-based multi-innovation forgetting gradient algorithms for input nonlinear FIR-MA systems with piecewise-linear characteristics
• Sliding window iterative identification for nonlinear closed-loop systems based on the maximum likelihood principle
• Model recovery for multi-input signal-output nonlinear systems based on the compressed sensing recovery theory

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