Two recursive least squares parameter estimation algorithms for multirate multiple-input systems by using the auxiliary model
Author
Abstract
Suggested Citation
DOI: 10.1016/j.matcom.2011.05.014
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Hirose, Hideo, 2000. "Maximum likelihood parameter estimation by model augmentation with applications to the extended four-parameter generalized gamma distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 54(1), pages 81-97.
- Feng, Xinlong & He, Guoliang & Abdurishit,, 2008. "Estimation of parameters of the Makeham distribution using the least squares method," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(1), pages 34-44.
- Tempo, R. & Vicino, A., 1990. "Optimal algorithms for system identification: a review of some recent results," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 585-595.
- Yadaiah, N. & Sivakumar, L. & Deekshatulu, B.L., 2000. "Parameter identification via neural networks with fast convergence," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 51(3), pages 157-167.
- Biagiola, S.I. & Figueroa, J.L., 2009. "Wiener and Hammerstein uncertain models identification," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(11), pages 3296-3313.
- Tse, Y.K. & Anh, V.V. & Tieng, Q., 2002. "Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 59(1), pages 153-161.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Chen, Feiyan & Ding, Feng & Alsaedi, Ahmed & Hayat, Tasawar, 2017. "Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 132(C), pages 53-67.
- Suvra Pal & Hongbo Yu & Zachary D. Loucks & Ian M. Harris, 2020. "Illustration of the Flexibility of Generalized Gamma Distribution in Modeling Right Censored Survival Data: Analysis of Two Cancer Datasets," Annals of Data Science, Springer, vol. 7(1), pages 77-90, March.
- Cai, Chunhao & Cheng, Xuwen & Xiao, Weilin & Wu, Xiang, 2019. "Parameter identification for mixed fractional Brownian motions with the drift parameter," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
- María-Dolores Huete-Morales & Esteban Navarrete-Álvarez & María-Jesús Rosales-Moreno & María-José Del-Moral-Ávila & José-Manuel Quesada-Rubio, 2020. "Modelling the survival function of the Spanish population by the Wong–Tsui model with the incorporation of frailty and covariates," Letters in Spatial and Resource Sciences, Springer, vol. 13(2), pages 151-163, August.
- Yilmaz, Hulya & Sazak, Hakan S., 2014. "Double-looped maximum likelihood estimation for the parameters of the generalized gamma distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 98(C), pages 18-30.
- Morten Ørregaard Nielsen & Per Houmann Frederiksen, 2005.
"Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration,"
Econometric Reviews, Taylor & Francis Journals, vol. 24(4), pages 405-443.
- Morten Ø. Nielsen & Per Houmann Frederiksen, 2005. "Finite Sample Comparison Of Parametric, Semiparametric, And Wavelet Estimators Of Fractional Integration," Working Paper 1189, Economics Department, Queen's University.
- Walter, Eric & Piet-Lahanier, Hélène, 1990. "Estimation of parameter bounds from bounded-error data: a survey," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 449-468.
- Jodrá, P., 2009. "A closed-form expression for the quantile function of the Gompertz–Makeham distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(10), pages 3069-3075.
- Rogolino, P. & Cimmelli, V.A., 2020. "Fitting thermal conductivity and optimizing thermoelectric efficiency in SicGe1−c nanowires," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 176(C), pages 279-291.
- Combes, Catherine & Ng, Hon Keung Tony, 2022. "On parameter estimation for Amoroso family of distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 191(C), pages 309-327.
- Hirose, Hideo, 2007. "The mixed trunsored model with applications to SARS," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 74(6), pages 443-453.
- Sun, Mei & Wang, Xiaofang & Chen, Ying & Tian, Lixin, 2011. "Energy resources demand-supply system analysis and empirical research based on non-linear approach," Energy, Elsevier, vol. 36(9), pages 5460-5465.
- Park, Jeong-Soo, 2005. "A simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 70(4), pages 227-234.
- Cynthia Tojeiro & Francisco Louzada, 2012. "A general threshold stress hybrid hazard model for lifetime data," Statistical Papers, Springer, vol. 53(4), pages 833-848, November.
More about this item
Keywords
Multirate systems; Least squares; Output error methods; Multi-innovation identification theory; Auxiliary model identification idea;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:82:y:2012:i:5:p:777-789. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.