Robust maximum-likelihood estimation of multivariable dynamic systems
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- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
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Cited in
(46)- Least-squares parameter estimation for systems with irregularly missing data
- Filtering-based multistage recursive identification algorithm for an input nonlinear output-error autoregressive system by using the key term separation technique
- A flexible state-space model for learning nonlinear dynamical systems
- Weighted parameter estimation for Hammerstein nonlinear ARX systems
- Dual time-frequency domain system identification
- Identification of Wiener state-space models utilizing Gaussian sum smoothing
- A novel approach to parametrization and parameter estimation in linear dynamic systems
- Hierarchical identification for multivariate Hammerstein systems by using the modified Kalman filter
- A state-space approach to time-varying reduced-rank regression
- On new parametrization methods for the estimation of linear state–space models
- A Stochastic Approximation-Langevinized Ensemble Kalman Filter Algorithm for State Space Models with Unknown Parameters
- Extensions to the invariance property of maximum likelihood estimation for affine-transformed state-space models
- Structure detection and parameter estimation for NARX models in a unified EM framework
- Set-membership errors-in-variables identification of MIMO linear systems
- Parameter estimation with scarce measurements
- Parameterizations for large-scale variational system identification using unconstrained optimization
- Robust parameter estimation in dynamic systems
- Recursive parameter estimation algorithm for multivariate output-error systems
- Least squares identification for Hammerstein multi-input multi-output systems based on the key-term separation technique
- Data-driven designs of observers and controllers via solving model matching problems
- Simultaneous estimation and modeling of nonlinear, non-Gaussian state-space systems
- Numerical method of estimating the maximal likelihood of a smooth parametric manifold
- Global convergence of the EM algorithm for ARX models with uncertain communication channels
- Parameter estimation for jump Markov linear systems
- Particle filter with one-step randomly delayed measurements and unknown latency probability
- SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation
- Recursive variational Gaussian approximation with the Whittle likelihood for linear non-Gaussian state space models
- Expectation maximization identification algorithm for time-delay two-dimensional systems
- Robust maximum likelihood estimation for stochastic state space model with observation outliers
- An iterative Kalman smoother/least-squares algorithm for the identification of delta-ARX models
- System identification of nonlinear state-space models
- Performance analysis of the recursive parameter estimation algorithms for multivariable Box-Jenkins systems
- Distributed identification of stable large-scale isomorphic nonlinear networks using partial observations
- Maximum likelihood inference for high-dimensional problems with multiaffine variable relations
- Auxiliary variable-based identification algorithms for uncertain-input models
- EM-based identification of continuous-time ARMA models from irregularly sampled data
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- Maximum likelihood identification of stable linear dynamical systems
- Robust maximum likelihood estimation in the linear model
- An EM-based identification algorithm for a class of hybrid systems with application to power electronics
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- New smoothed-state estimation for correlated process and measurement noises
- Towards efficient maximum likelihood estimation of LPV-SS models
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