Least squares and stochastic gradient parameter estimation for multivariable nonlinear Box‐Jenkins models based on the auxiliary model and the multi‐innovation identification theory

Engineering Computations ◽

10.1108/02644401211271654 ◽

2012 ◽

Vol 29 (8) ◽

pp. 907-921 ◽

Author(s):

Jing Chen ◽

Feng Ding

Keyword(s):

Parameter Estimation ◽

Least Squares ◽

Stochastic Gradient ◽

Auxiliary Model ◽

Gradient Parameter ◽

Identification Theory

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Recursive Least Squares and Multi-innovation Stochastic Gradient Parameter Estimation Methods for Signal Modeling

Circuits Systems and Signal Processing ◽

10.1007/s00034-016-0378-4 ◽

2016 ◽

Vol 36 (4) ◽

pp. 1735-1753 ◽

Author(s):

Ling Xu ◽

Feng Ding

Keyword(s):

Parameter Estimation ◽

Least Squares ◽

Stochastic Gradient ◽

Recursive Least Squares ◽

Estimation Methods ◽

Signal Modeling ◽

Gradient Parameter ◽

Parameter Estimation Methods

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Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises

Signal Processing ◽

10.1016/j.sigpro.2009.03.020 ◽

2009 ◽

Vol 89 (10) ◽

pp. 1883-1890 ◽

Author(s):

Feng Ding ◽

Peter X. Liu ◽

Guangjun Liu

Keyword(s):

Parameter Estimation ◽

Stochastic Gradient ◽

Auxiliary Model ◽

Model Based ◽

Gradient Parameter ◽

Measurement Noises

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The data filtering based generalized stochastic gradient parameter estimation algorithms for multivariate output-error autoregressive systems using the auxiliary model

Multidimensional Systems and Signal Processing ◽

10.1007/s11045-017-0529-1 ◽

2017 ◽

Vol 29 (4) ◽

pp. 1781-1800 ◽

Author(s):

Qinyao Liu ◽

Feng Ding

Keyword(s):

Parameter Estimation ◽

Stochastic Gradient ◽

Data Filtering ◽

Auxiliary Model ◽

Estimation Algorithms ◽

Output Error ◽

Gradient Parameter

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Auxiliary model multiinnovation stochastic gradient parameter estimation methods for nonlinear sandwich systems

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.5266 ◽

2020 ◽

Vol 31 (1) ◽

pp. 148-165

Author(s):

Ling Xu ◽

Feng Ding ◽

Erfu Yang

Keyword(s):

Parameter Estimation ◽

Stochastic Gradient ◽

Estimation Methods ◽

Auxiliary Model ◽

Gradient Parameter ◽

Parameter Estimation Methods

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Modified stochastic gradient parameter estimation algorithms for a nonlinear two-variable difference system

International Journal of Control Automation and Systems ◽

10.1007/s12555-015-0185-x ◽

2016 ◽

Vol 14 (6) ◽

pp. 1493-1500 ◽

Author(s):

Jing Chen ◽

Bin Jiang

Keyword(s):

Parameter Estimation ◽

Stochastic Gradient ◽

Difference System ◽

Estimation Algorithms ◽

Gradient Parameter

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Performance Analysis of the Auxiliary Model-Based Stochastic Gradient Parameter Estimation Algorithm for State-Space Systems with One-Step State Delay

Circuits Systems and Signal Processing ◽

10.1007/s00034-012-9463-5 ◽

2012 ◽

Vol 32 (2) ◽

pp. 585-599 ◽

Author(s):

Feng Ding ◽

Ya Gu

Keyword(s):

Parameter Estimation ◽

Performance Analysis ◽

Estimation Algorithm ◽

Space Systems ◽

State Delay ◽

Auxiliary Model ◽

Parameter Estimation Algorithm ◽

One Step ◽

Gradient Parameter ◽

State Space Systems

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Multi-innovation stochastic gradient parameter estimation for input nonlinear controlled autoregressive models

International Journal of Control Automation and Systems ◽

10.1007/s12555-012-0322-8 ◽

2012 ◽

Vol 10 (3) ◽

pp. 639-643 ◽

Author(s):

Yongsong Xiao ◽

Guanglei Song ◽

Yuwu Liao ◽

Ruifeng Ding

Keyword(s):

Parameter Estimation ◽

Stochastic Gradient ◽

Autoregressive Models ◽

Gradient Parameter

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Auxiliary model based recursive generalized least squares parameter estimation for Hammerstein OEAR systems

Mathematical and Computer Modelling ◽

10.1016/j.mcm.2010.03.002 ◽

2010 ◽

Vol 52 (1-2) ◽

pp. 309-317 ◽

Author(s):

Dongqing Wang ◽

Yanyun Chu ◽

Guowei Yang ◽

Feng Ding

Keyword(s):

Parameter Estimation ◽

Least Squares ◽

Generalized Least Squares ◽

Auxiliary Model ◽

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An auxiliary model based on a recursive least-squares parameter estimation algorithm for non-uniformly sampled multirate systems

Proceedings of the Institution of Mechanical Engineers Part I Journal of Systems and Control Engineering ◽

10.1243/09596518jsce686 ◽

2009 ◽

Vol 223 (4) ◽

pp. 445-454 ◽

Author(s):

Yanjun Liu ◽

Li Xie ◽

Feng Ding

Keyword(s):

Parameter Estimation ◽

Least Squares ◽

Estimation Algorithm ◽

Recursive Least Squares ◽

Auxiliary Model ◽

Multirate Systems ◽

Model Based ◽

Parameter Estimation Algorithm

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Two recursive least squares parameter estimation algorithms for multirate multiple-input systems by using the auxiliary model

Mathematics and Computers in Simulation ◽

10.1016/j.matcom.2011.05.014 ◽

2012 ◽

Vol 82 (5) ◽

pp. 777-789 ◽

Author(s):

Lili Han ◽

Fangxiang Wu ◽

Jie Sheng ◽

Feng Ding

Keyword(s):

Parameter Estimation ◽

Least Squares ◽

Recursive Least Squares ◽

Auxiliary Model ◽

Estimation Algorithms ◽

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