Recursive identification and parameter estimation

DOI10.1201/B17078MaRDI QIDQ5402784zbMATH OpenOpenAlexFDO

Authors Hanfu Chen, Wenxiao Zhao

Publication date 17 March 2014

Full work available at URL https://doi.org/10.1201/b17078

zbMATH Keywords

autoregressive and moving average with exogenous inputparameter estimation problemsstochastic approximation algorithms with expanding truncations (SAAWET)system identification

Mathematics Subject Classification ID

Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cited in

(18)

• Outlier robust stochastic approximation algorithm for identification of MIMO Hammerstein models
• Local variable selection of nonlinear nonparametric systems by first order expansion
• Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales
• A new least squares parameter estimator for nonlinear regression equations with relaxed excitation conditions and forgetting factor
• An enhanced linear Kalman filter (EnLKF) algorithm for parameter estimation of nonlinear rational models
• ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS
• scientific article; zbMATH DE number 4035637 (Why is no real title available?)
• scientific article; zbMATH DE number 494385 (Why is no real title available?)
• Circle criteria in recursive identification
• Identification of Wiener systems with quantized inputs and binary-valued output observations
• Recursive parameter estimation: convergence
• Identification for Wiener-Hammerstein systems under quantized inputs and quantized output observations
• Adaptive regulation for Hammerstein and Wiener systems with event-triggered observations
• Distributed system identification for linear stochastic systems under an adaptive event-triggered scheme
• Almost sure convergence of randomised-difference descent algorithm for stochastic convex optimisation
• Recursive identification of nonlinear nonparametric systems under event-triggered observations
• Robustness enhancement of a dynamic object model against adversarial attacks
• Recursive estimation based on an extended observation vector

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