Pages that link to "Item:Q2312527"

The following pages link to Iterative parameter estimation for signal models based on measured data (Q2312527):

Displaying 32 items.

• A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation (Q1643235) (← links)
• Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique (Q1654319) (← links)
• State space model identification of multirate processes with time-delay using the expectation maximization (Q1717533) (← links)
• Gradient-based iterative identification method for multivariate equation-error autoregressive moving average systems using the decomposition technique (Q1717535) (← links)
• Moving horizon estimation for multirate systems with time-varying time-delays (Q1730085) (← links)
• The filtering based parameter identification for bilinear-in-parameter systems (Q1757521) (← links)
• Developing Kaczmarz method for solving Sylvester matrix equations (Q2094980) (← links)
• An innovative fractional order LMS algorithm for power signal parameter estimation (Q2183008) (← links)
• A recursive parameter estimation algorithm for modeling signals with multi-frequencies (Q2193644) (← links)
• Model predictive control method of simulated moving bed chromatographic separation process based on subspace system identification (Q2298205) (← links)
• Modeling a nonlinear process using the exponential autoregressive time series model (Q2308132) (← links)
• Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise (Q2334210) (← links)
• Kalman filtering based gradient estimation algorithms for observer canonical state-space systems with moving average noises (Q2423917) (← links)
• Particle filtering based parameter estimation for systems with output-error type model structures (Q2423919) (← links)
• Fitting the exponential autoregressive model through recursive search (Q2423988) (← links)
• Some stochastic gradient algorithms for Hammerstein systems with piecewise linearity (Q2697720) (← links)
• Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses (Q5025821) (← links)
• Maximum likelihood based identification methods for rational models (Q5025848) (← links)
• Two-stage multi-innovation stochastic gradient algorithm for multivariate output-error ARMA systems based on the auxiliary model (Q5025871) (← links)
• Maximum likelihood-based recursive least-squares estimation for multivariable systems using the data filtering technique (Q5025908) (← links)
• Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems (Q5026619) (← links)
• Parameter estimation for a special class of nonlinear systems by using the over-parameterisation method and the linear filter (Q5026890) (← links)
• Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise (Q5027843) (← links)
• Recursive least-squares algorithm for a characteristic model with coloured noise by means of the data filtering technique (Q5028709) (← links)
• PARAMETER ESTIMATION OF NONLINEAR OUTPUT ERROR SYSTEM UNDER VARIATIONAL BAYESIAN METHOD BASED ON PROBABILISTIC GRAPHICAL MODEL (Q5070783) (← links)
• Highly computationally efficient state filter based on the delta operator (Q5240975) (← links)
• On some parameter estimation algorithms for the nonlinear exponential autoregressive model (Q5240985) (← links)
• State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors (Q5241000) (← links)
• Multi‐innovation gradient parameter estimation for multivariable systems based on the maximum likelihood principle (Q6053671) (← links)
• Accelerated identification algorithms for rational models based on the vector transformation (Q6053734) (← links)
• Variational Bayesian identification for bilinear state space models with Markov‐switching time delays (Q6061263) (← links)
• Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity (Q6068317) (← links)