The residual based interactive least squares algorithms and simulation studies

DOI10.1016/J.CAMWA.2009.02.037zbMATH Open1189.62149OpenAlexW2016893249MaRDI QIDQ979937FDOQ979937

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

parameter estimationleast squaresrecursive identificationAR modelscontrolled autoregressive moving average (C-ARMA) modelsMA models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical methods (62L99)

Cites Work

• Title not available (Why is that?)
• Hierarchical gradient-based identification of multivariable discrete-time systems
• Hierarchical least squares identification methods for multivariable systems
• Parameter estimation of dual-rate stochastic systems by using an output error method
• Auxiliary model-based least-squares identification methods for Hammerstein output-error systems
• Iterative solutions of the generalized Sylvester matrix equations by using the hierarchical identification principle
• Iterative least-squares solutions of coupled sylvester matrix equations
• On Iterative Solutions of General Coupled Matrix Equations
• Gradient based iterative algorithms for solving a class of matrix equations
• Performance analysis of multi-innovation gradient type identification methods
• Identification of Hammerstein nonlinear ARMAX systems
• Performance bounds of forgetting factor least-squares algorithms for time-varying systems with finite measurement data
• Performance analysis of stochastic gradient algorithms under weak conditions
• Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems
• Hierarchical identification of lifted state-space models for general dual-rate systems
• Least squares based self‐tuning control of dual‐rate systems
• Adaptive Digital Control of Hammerstein Nonlinear Systems with Limited Output Sampling
• Self-tuning control based on multi-innovation stochastic gradient parameter estimation
• Gradient-based identification methods for Hammerstein nonlinear ARMAX models
• On consistency of recursive least squares identification algorithms for controlled auto-regression models
• Performance analysis of estimation algorithms of nonstationary ARMA processes
• Combined parameter and output estimation of dual-rate systems using an auxiliary model
• The residual based extended least squares identification method for dual-rate systems
• Extended stochastic gradient identification algorithms for Hammerstein-Wiener ARMAX systems
• Identification of dual-rate systems based on finite impulse response models
• Convergence analysis of estimation algorithms for dual-rate stochastic systems
• Convergence of HLS estimation algorithms for multivariable ARX-like systems

Cited In (25)

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

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