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Open AccessJournal ArticleDOI

Two-stage least squares based iterative estimation algorithm for CARARMA system modeling ☆

Feng Ding
- 01 Apr 2013 - 
- Vol. 37, Iss: 7, pp 4798-4808
TLDR
In this article, a two-stage least squares based iterative algorithm is proposed for identifying the system model parameters and the noise model parameters for stochastic systems described by CARARMA models.
About
This article is published in Applied Mathematical Modelling.The article was published on 2013-04-01 and is currently open access. It has received 171 citations till now. The article focuses on the topics: Non-linear least squares & Autoregressive–moving-average model.

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Citations
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Journal ArticleDOI

The damping iterative parameter identification method for dynamical systems based on the sine signal measurement

TL;DR: A damping parameter estimation algorithm for dynamical systems based on the sine frequency response is proposed and a damping factor is introduced in the proposed iterative algorithm in order to overcome the singular or ill-conditioned matrix during the iterative process.
Journal ArticleDOI

Coupled-least-squares identification for multivariable systems

TL;DR: In this article, a coupled-least-squares (C-LS) parameter identification algorithm is introduced for the purpose of avoiding the matrix inversion in the multivariable recursive least squares (RLS) algorithm for estimating the parameters of the multiple linear regression models.
Journal ArticleDOI

Combined state and least squares parameter estimation algorithms for dynamic systems

TL;DR: The parameter estimation algorithm of establishing the mathematical models for dynamic systems is discussed and an estimated states based recursive least squares algorithm is presented, and the states of the system are computed through the Kalman filter using the estimated parameters.
Journal ArticleDOI

Control Algorithms of Magnetic Suspension Systems Based on the Improved Double Exponential Reaching Law of Sliding Mode Control

TL;DR: The improved algorithm has better control performances than the traditional SMC and the power reaching law integral SMC algorithm, such as less chattering, smaller overshoots, and faster response speed.
Journal ArticleDOI

State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors

TL;DR: This paper proposes a state filtering method for the single-input–single-output bilinear systems by minimizing the covariance matrix of the state estimation errors by extending the extended Kalman filter algorithm to multiple- input–multiple-output Bilinear Systems.
References
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Brief paper: Robust mixed H2/H∞ control of networked control systems with random time delays in both forward and backward communication links

TL;DR: This paper is concerned with the two-mode-dependent robust control synthesis of networked control systems where random delays existing in both forward controller-to-actuator (C-A) and feedback sensor- to-controller (S-C) communication links are modeled as Markov chains.
Journal ArticleDOI

Identification methods for Hammerstein nonlinear systems

TL;DR: A Newton recursive and a Newton iterative identification algorithms are derived by using the Newton method (Newton-Raphson method) to reduce the sensitivity of the projection algorithm to noise, and to improve convergence rates of the SG algorithm.
Journal ArticleDOI

Performance analysis of multi-innovation gradient type identification methods

TL;DR: The performance analysis and simulation results show that the proposed MISG and MIFG algorithms have faster convergence rates and better tracking performance than their corresponding SG algorithms.
Journal ArticleDOI

Hierarchical least squares identification methods for multivariable systems

TL;DR: For multivariable discrete-time systems described by transfer matrices, an HLSI algorithm and a hierarchical least squares iterative algorithm based on a hierarchical identification principle are developed and shown to have significant computational advantage over existing identification algorithms.
Journal ArticleDOI

Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems

TL;DR: The analysis indicates that the partially C-SG algorithm can give more accurate parameter estimates than the standard stochastic gradient (SG) algorithm.
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