Pages that link to "Item:Q2697716"
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The following pages link to Weighted parameter estimation for Hammerstein nonlinear ARX systems (Q2697716):
Displaying 40 items.
- The filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theory (Q776143) (← links)
- Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise (Q776148) (← links)
- Bias correction-based recursive estimation for dual-rate output-error systems with sampling noise (Q831574) (← links)
- Expectation maximization identification algorithm for time-delay two-dimensional systems (Q2005413) (← links)
- Hierarchical gradient- and least squares-based iterative algorithms for input nonlinear output-error systems using the key term separation (Q2030993) (← links)
- Parameter estimation for nonlinear Volterra systems by using the multi-innovation identification theory and tensor decomposition (Q2071236) (← links)
- Model recovery for multi-input signal-output nonlinear systems based on the compressed sensing recovery theory (Q2125313) (← links)
- Multi-innovation stochastic gradient parameter and state estimation algorithm for dual-rate state-space systems with \(d\)-step time delay (Q2205280) (← links)
- Two-stage gradient-based iterative algorithm for bilinear stochastic systems over the moving data window (Q2205494) (← links)
- Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data (Q2205498) (← links)
- Parameter estimation for a class of radial basis function-based nonlinear time-series models with moving average noises (Q2656862) (← links)
- Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise (Q5000698) (← links)
- Separable multi‐innovation stochastic gradient estimation algorithm for the nonlinear dynamic responses of systems (Q5003429) (← links)
- Hierarchical parameter and state estimation for bilinear systems (Q5026681) (← links)
- Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises (Q5026778) (← links)
- Decomposition strategy-based hierarchical least mean square algorithm for control systems from the impulse responses (Q5028635) (← links)
- Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory (Q5028671) (← 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)
- Three‐stage least squares‐based iterative estimation algorithms for bilinear state‐space systems based on the bilinear state estimator (Q6049911) (← links)
- Filtering‐based multi‐innovation recursive identification methods for input nonlinear systems with piecewise‐linear nonlinearity based on the optimization criterion (Q6053746) (← links)
- Variational Bayesian identification for bilinear state space models with Markov‐switching time delays (Q6061263) (← links)
- Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise (Q6061284) (← links)
- Three‐stage forgetting factor stochastic gradient parameter estimation methods for a class of nonlinear systems (Q6061864) (← links)
- Overall recursive least squares and overall stochastic gradient algorithms and their convergence for feedback nonlinear controlled autoregressive systems (Q6063758) (← links)
- Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain nonlinearity (Q6068317) (← links)
- Identification of the nonlinear systems based on the kernel functions (Q6071550) (← links)
- The modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noise (Q6073603) (← links)
- Maximum likelihood least squares‐based iterative methods for output‐error bilinear‐parameter models with colored noises (Q6078915) (← links)
- Parameter identification of a nonlinear radial basis function‐based state‐dependent autoregressive network with autoregressive noise via the filtering technique and the multiinnovation theory (Q6082923) (← links)
- Iterative parameter identification algorithms for the generalized time‐varying system with a measurable disturbance vector (Q6085140) (← links)
- Least squares parameter estimation and multi-innovation least squares methods for linear fitting problems from noisy data (Q6099491) (← links)
- Time-delay Hammerstein system identification using modified cross-correlation method and variable stacking length multi-error algorithm (Q6102941) (← links)
- An efficient conjugate gradient based Cholesky CMA‐ES estimation algorithm for nonlinear systems (Q6117622) (← links)
- Recursive identification of errors-in-variables systems based on the correlation analysis (Q6135540) (← links)
- Iterative parameter and order identification for fractional-order nonlinear finite impulse response systems using the key term separation (Q6494668) (← links)
- Finite-time adaptive control for nonlinear systems with uncertain parameters based on the command filters (Q6494685) (← links)
- Filtering-based recursive least squares estimation approaches for multivariate equation-error systems by using the multiinnovation theory (Q6494697) (← links)
- Hierarchical recursive least squares algorithms for Hammerstein nonlinear autoregressive output-error systems (Q6495162) (← links)
- A novel nonlinear optimization method for fitting a noisy Gaussian activation function (Q6495669) (← links)