The following pages link to Junxia Ma (Q325720):
Displaying 15 items.
- Data filtering based forgetting factor stochastic gradient algorithm for Hammerstein systems with saturation and preload nonlinearities (Q325722) (← links)
- Data filtering-based least squares iterative algorithm for Hammerstein nonlinear systems by using the model decomposition (Q335697) (← links)
- Robust identification of Wiener time-delay system with expectation-maximization algorithm (Q1661243) (← links)
- An iterative numerical algorithm for modeling a class of Wiener nonlinear systems (Q1940691) (← links)
- Recursive computational formulas of the least squares criterion functions for scalar system identification (Q1991294) (← links)
- Filtering-based multistage recursive identification algorithm for an input nonlinear output-error autoregressive system by using the key term separation technique (Q2399050) (← links)
- Newton iterative identification for a class of output nonlinear systems with moving average noises (Q2436948) (← links)
- Combined state and parameter estimation for Hammerstein systems with time delay using the Kalman filtering (Q4589136) (← links)
- Stochastic average gradient algorithm for multirate FIR models with varying time delays using self‐organizing maps (Q5003430) (← links)
- (Q5143117) (← links)
- Parameter estimation of Markov‐switching Hammerstein systems using the variational Bayesian approach (Q5221131) (← links)
- Multidirection Gradient Iterative Algorithm: A Unified Framework for Gradient Iterative and Least Squares Algorithms (Q6053187) (← links)
- Variational Bayesian identification for bilinear state space models with Markov‐switching time delays (Q6061263) (← links)
- Expectation-maximization algorithm for bilinear state-space models with time-varying delays under non-Gaussian noise (Q6498021) (← links)
- Auxiliary model maximum likelihood gradient-based iterative identification for feedback nonlinear systems (Q6631782) (← links)
