Pages that link to "Item:Q5025821"

The following pages link to Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses (Q5025821):

Displaying 41 items.

• 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)
• Hierarchical least squares identification for feedback nonlinear equation-error systems (Q1989304) (← links)
• Hierarchical gradient- and least squares-based iterative algorithms for input nonlinear output-error systems using the key term separation (Q2030993) (← links)
• Data filtering-based multi-innovation forgetting gradient algorithms for input nonlinear FIR-MA systems with piecewise-linear characteristics (Q2068227) (← links)
• Parameter estimation for nonlinear Volterra systems by using the multi-innovation identification theory and tensor decomposition (Q2071236) (← links)
• Modification on the convergence results of the Sylvester matrix equation \(AX+XB=C\) (Q2137100) (← links)
• System identification of Hammerstein models by using backward shift algorithm (Q2246467) (← links)
• Partially-coupled nonlinear parameter optimization algorithm for a class of multivariate hybrid models (Q2247107) (← links)
• Recursive identification of bilinear time-delay systems through the redundant rule (Q2291091) (← links)
• Model predictive control method of simulated moving bed chromatographic separation process based on subspace system identification (Q2298205) (← links)
• Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise (Q2334210) (← links)
• Particle filtering based parameter estimation for systems with output-error type model structures (Q2423919) (← 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)
• 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)
• Parameter estimation for a special class of nonlinear systems by using the over-parameterisation method and the linear filter (Q5026890) (← links)
• Weighted hierarchical stochastic gradient identification algorithms for ARX models (Q5027992) (← links)
• Decomposition strategy-based hierarchical least mean square algorithm for control systems from the impulse responses (Q5028635) (← links)
• Recursive least-squares algorithm for a characteristic model with coloured noise by means of the data filtering technique (Q5028709) (← 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)
• A robust meta-heuristic adaptive Bi-CGSTAB algorithm to online estimation of a three DoF state–space model in the presence of disturbance and uncertainty (Q5867067) (← links)
• Separable multi-innovation Newton iterative modeling algorithm for multi-frequency signals based on the sliding measurement window (Q6042570) (← links)
• Multi‐innovation gradient parameter estimation for multivariable systems based on the maximum likelihood principle (Q6053671) (← links)
• Hierarchical maximum likelihood generalized extended stochastic gradient algorithms for bilinear‐in‐parameter systems (Q6053700) (← links)
• Accelerated identification algorithms for rational models based on the vector transformation (Q6053734) (← links)
• Decomposition‐based over‐parameterization forgetting factor stochastic gradient algorithm for Hammerstein‐Wiener nonlinear systems with non‐uniform sampling (Q6060476) (← links)
• Identification of the nonlinear systems based on the kernel functions (Q6071550) (← links)
• Identification of an ARX model with impulse noise using a variable step size information gradient algorithm based on the kurtosis and minimum Renyi error entropy (Q6082676) (← links)
• Convergence analysis of the modified adaptive extended Kalman filter for the parameter estimation of a brushless DC motor (Q6092358) (← links)
• The data filtering based multiple‐stage Levenberg–Marquardt algorithm for Hammerstein nonlinear systems (Q6092381) (← links)
• Filtering-based gradient joint identification algorithms for nonlinear fractional-order models with colored noises (Q6183845) (← links)
• Convergence analysis of a synchronous gradient estimation scheme for time-varying parameter systems (Q6489254) (← links)
• Iterative parameter and order identification for fractional-order nonlinear finite impulse response systems using the key term separation (Q6494668) (← links)
• Iterative identification methods for a class of bilinear systems by using the particle filtering technique (Q6494849) (← links)
• Identification of Wiener systems based on the variable forgetting factor multierror stochastic gradient and the key term separation (Q6495317) (← links)
• Identification and U-control of a state-space system with time-delay (Q6495624) (← links)
• Auxiliary model-based multi-innovation recursive identification algorithms for an input nonlinear controlled autoregressive moving average system with variable-gain nonlinearity (Q6495656) (← links)
• Decomposition and composition modeling algorithms for control systems with colored noises (Q6498049) (← links)