Hierarchical parameter and state estimation for bilinear systems
X Zhang, F Ding - International Journal of Systems Science, 2020 - Taylor & Francis
The identification of state-space models of bilinear systems is studied in this paper. The
parameters to be identified of the considered system are coupled with the unknown states …
parameters to be identified of the considered system are coupled with the unknown states …
Iterative parameter identification algorithms for transformed dynamic rational fraction input–output systems
G Miao, F Ding, Q Liu, E Yang - Journal of Computational and Applied …, 2023 - Elsevier
The rational fraction system is a special nonlinear system, the existence of the denominator
polynomial leads to the difficulty of identifying rational fraction models. Inspired by the …
polynomial leads to the difficulty of identifying rational fraction models. Inspired by the …
A novel reduced-order algorithm for rational models based on Arnoldi process and Krylov subspace
This paper presents a novel reduced-order algorithm for identifying rational models. From
the Arnoldi process, an orthonormal basis of the Krylov subspace is constructed. Based on …
the Arnoldi process, an orthonormal basis of the Krylov subspace is constructed. Based on …
Second‐order optimization methods for time‐delay autoregressive exogenous models: nature gradient descent method and its two modified methods
J Chen, Y Pu, L Guo, J Cao… - International Journal of …, 2023 - Wiley Online Library
This article proposes several second‐order optimization methods for time‐delay ARX model.
Since the time‐delay in the information vector makes the traditional identification algorithms …
Since the time‐delay in the information vector makes the traditional identification algorithms …
Joint multi-innovation recursive extended least squares parameter and state estimation for a class of state-space systems
The relationship between the parameters and the states of state-space systems is nonlinear,
which makes the identification problems of state-space systems complicated. This paper …
which makes the identification problems of state-space systems complicated. This paper …
Volatility GARCH models with the ordered weighted average (OWA) operators
M Flores-Sosa, E Avilés-Ochoa, JM Merigó… - Information sciences, 2021 - Elsevier
Volatility is an important issue for companies, policy-makers, and researches.
Autoregressive conditional heteroscedasticity (ARCH) and generalized ARCH (GARCH) …
Autoregressive conditional heteroscedasticity (ARCH) and generalized ARCH (GARCH) …
Biased compensation recursive least squares-based threshold algorithm for time-delay rational models via redundant rule
This paper develops a biased compensation recursive least squares-based threshold
algorithm for a time-delay rational model. The time-delay rational model is transformed into …
algorithm for a time-delay rational model. The time-delay rational model is transformed into …
Auxiliary model-based recursive generalized least squares algorithm for multivariate output-error autoregressive systems using the data filtering
Q Liu, F Ding - Circuits, Systems, and Signal Processing, 2019 - Springer
This paper focuses on the parameter estimation problem of multivariate output-error
autoregressive systems. Based on the data filtering technique and the auxiliary model …
autoregressive systems. Based on the data filtering technique and the auxiliary model …
Improved gradient descent algorithms for time-delay rational state-space systems: intelligent search method and momentum method
This study proposes two improved gradient descent parameter estimation algorithms for
rational state-space models with time-delay. These two algorithms, based on intelligent …
rational state-space models with time-delay. These two algorithms, based on intelligent …
Global and asymptotically efficient localization from range measurements
We consider the range-based localization problem, which involves estimating an object's
position by using sensors, hoping that as the number of sensors increases, the estimate …
position by using sensors, hoping that as the number of sensors increases, the estimate …