Data Filtering-Based Maximum Likelihood Gradient-Based Iterative Algorithm for Input Nonlinear Box–Jenkins Systems with Saturation Nonlinearity
Author:
Funder
National Natural Science Foundation of China
Taiyuan University of Science and Technology Scientific Research Initial Funding
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s00034-024-02777-0.pdf
Reference151 articles.
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2. S. An, L. Wang, H. Yan, Filtering-based maximum likelihood hierarchical recursive identification algorithms for bilinear stochastic systems. Nonlinear Dyn. 111(13), 12405–12420 (2023)
3. S. Bedoui, K. Abderrahim, Convergence analysis of forgetting factor least squares algorithm for ARMAX time-delay models. Circuits Syst. Signal Process. 42(1), 405–430 (2023)
4. S. Bedoui, K. Abderrahim, Iterative parameter identification for Hammerstein systems with ARMA noises by using the filtering identification idea. Int. J. Adapt. Control Signal Process. 38, 55 (2024). https://doi.org/10.1002/acs.3865
5. Y.Q. Bi, Y. Ji, Parameter estimation of fractional-order Hammerstein state space system based on the extended Kalman filter. Int. J. Adapt. Control Signal Process. 37(7), 1827–1846 (2023)
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