The residual based interactive least squares algorithms and simulation studies

DOI10.1016/j.camwa.2009.02.037zbMath1189.62149OpenAlexW2016893249MaRDI QIDQ979937

Jiyang Dai, Jie Ding, Yongsong Xiao, Yong Zhang

Publication date: 28 June 2010

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2009.02.037

zbMATH Keywords

recursive identificationparameter estimationleast squaresAR modelscontrolled autoregressive moving average (C-ARMA) modelsMA models

Mathematics Subject Classification ID

Related Items (24)

Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models ⋮ Decomposition based least squares iterative estimation algorithm for two-input single-output output error systems ⋮ Two-stage least squares based iterative estimation algorithm for CARARMA system modeling ⋮ Hierarchical least-squares based iterative identification for multivariable systems with moving average noises ⋮ Hierarchical least squares algorithms for single-input multiple-output systems based on the auxiliary model ⋮ Two-stage recursive least squares parameter estimation algorithm for output error models ⋮ Performance analysis of the AM-SG parameter estimation for multivariable systems ⋮ Maximum likelihood stochastic gradient estimation for Hammerstein systems with colored noise based on the key term separation technique ⋮ Computation of matrix exponentials of special matrices ⋮ Maximum likelihood least squares identification for systems with autoregressive moving average noise ⋮ Parameter estimation for a multivariable state space system with \(d\)-step state-delay ⋮ Least squares problems with absolute quadratic constraints ⋮ Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems ⋮ Filtering based recursive least squares algorithm for multi-input multioutput Hammerstein models ⋮ Identification of Hammerstein nonlinear ARMAX systems using nonlinear adaptive algorithms ⋮ Performance analysis of the auxiliary model-based least-squares identification algorithm for one-step state-delay systems ⋮ Recursive computational formulas of the least squares criterion functions for scalar system identification ⋮ Combined state and least squares parameter estimation algorithms for dynamic systems ⋮ Parameter and state estimation algorithm for single-input single-output linear systems using the canonical state space models ⋮ An iterative least squares estimation algorithm for controlled moving average systems based on matrix decomposition ⋮ Auxiliary model-based RELS and MI-ELS algorithm for Hammerstein OEMA systems ⋮ Iterative identification algorithm for Wiener nonlinear systems using the Newton method ⋮ Three-stage recursive least squares parameter estimation for controlled autoregressive autoregressive systems ⋮ Modified stochastic gradient identification algorithms with fast convergence rates

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