Recursive identification methods for general stochastic systems with colored noises by using the hierarchical identification principle and the filtering identification idea

F Ding, L Xu, X Zhang, Y Zhou, X Luan - Annual Reviews in Control, 2024‏ - Elsevier
This article reviews and investigates several basic recursive parameter identification
methods for a general stochastic system with colored noise (ie, output-error autoregressive …

Least squares parameter estimation and multi-innovation least squares methods for linear fitting problems from noisy data

F Ding - Journal of Computational and Applied Mathematics, 2023‏ - Elsevier
Least squares is an important method for solving linear fitting problems and quadratic
optimization problems. This paper explores the properties of the least squares methods and …

Filtered auxiliary model recursive generalized extended parameter estimation methods for Box–Jenkins systems by means of the filtering identification idea

F Ding, L Xu, X Zhang, Y Zhou - International Journal of Robust …, 2023‏ - Wiley Online Library
For equation‐error autoregressive moving average systems, that is, Box–Jenkins systems,
this paper presents a filtered auxiliary model generalized extended stochastic gradient …

Separable Newton recursive estimation method through system responses based on dynamically discrete measurements with increasing data length

L Xu - International Journal of Control, Automation and …, 2022‏ - Springer
Many control techniques rely on the mathematical models of the systems to be controlled.
This paper copes with the modelling problem of dynamical systems aiming to develop highly …

Gradient-based parameter estimation for a nonlinear exponential autoregressive time-series model by using the multi-innovation

J Pan, Y Liu, J Shu - International Journal of Control, Automation and …, 2023‏ - Springer
The parameter estimation methods for the nonlinear exponential autoregressive model are
investigated in this paper. We develop a forgetting factor gradient parameter estimation …

Hierarchical recursive least squares estimation algorithm for secondorder Volterra nonlinear systems

J Pan, S Liu, J Shu, X Wan - … Journal of Control, Automation and Systems, 2022‏ - Springer
This paper considers the parameter identification problems of a Volterra nonlinear system. In
order to overcome the excessive calculation amount of the Volterra systems, a hierarchical …

Separable multi-innovation Newton iterative modeling algorithm for multi-frequency signals based on the sliding measurement window

L Xu - Circuits, Systems, and Signal Processing, 2022‏ - Springer
Signal modeling is an important technique in many engineering applications. This paper is
concerned about signal modeling problem for the sine multi-frequency signals or periodic …

Online identification methods for a class of Hammerstein nonlinear systems using the adaptive particle filtering

H Xu, L Xu, S Shen - Chaos, Solitons & Fractals, 2024‏ - Elsevier
Hammerstein structure is commonly used for describing nonlinear dynamic characteristics,
and its identification is a basic premise of nonlinear system analysis and control. This paper …

Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain …

X Liu, Y Fan - International Journal of Robust and Nonlinear …, 2021‏ - Wiley Online Library
Variable‐gain nonlinearity is a piecewise‐linear characteristic to describe the process with
different gains in different input regions. This article studies the parameter estimation issue …

Iterative parameter and order identification for fractional‐order nonlinear finite impulse response systems using the key term separation

J Wang, Y Ji, C Zhang - … Journal of Adaptive Control and Signal …, 2021‏ - Wiley Online Library
This article considers the parameter estimation for a fractional‐order nonlinear finite impulse
response system with colored noise. For the fractional‐order systems, the challenge and …