System identification: theory for the user
System identification: theory for the user
Performance analysis of multi-innovation gradient type identification methods
Automatica (Journal of IFAC)
Brief paper: Design of robust output predictors under scarce measurements with time-varying delays
Automatica (Journal of IFAC)
Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
Brief paper: Robust filtering with stochastic nonlinearities and multiple missing measurements
Automatica (Journal of IFAC)
Multi-innovation stochastic gradient algorithms for multi-input multi-output systems
Digital Signal Processing
Brief paper: Least squares based iterative identification for a class of multirate systems
Automatica (Journal of IFAC)
Gradient based and least-squares based iterative identification methods for OE and OEMA systems
Digital Signal Processing
Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems
Computers & Mathematics with Applications
Digital Signal Processing
Input--output data filtering based recursive least squares identification for CARARMA systems
Digital Signal Processing
Several multi-innovation identification methods
Digital Signal Processing
Multiinnovation least-squares identification for system modeling
IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics - Special issue on game theory
Identification methods for Hammerstein nonlinear systems
Digital Signal Processing
Parameter Identification and Intersample Output Estimation for Dual-Rate Systems
IEEE Transactions on Systems, Man, and Cybernetics, Part A: Systems and Humans
Brief Paper: Output prediction under scarce data operation: control applications
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
Brief Recursive identification under scarce measurements - convergence analysis
Automatica (Journal of IFAC)
Robust maximum-likelihood estimation of multivariable dynamic systems
Automatica (Journal of IFAC)
Autoregressive spectral analysis when observations are missing
Automatica (Journal of IFAC)
Computers & Mathematics with Applications
Computers & Mathematics with Applications
Mathematics and Computers in Simulation
Observable state space realizations for multivariable systems
Computers & Mathematics with Applications
System identification in a networked environment using second order statistical properties
Automatica (Journal of IFAC)
Hi-index | 22.15 |
In this paper, the problems of parameter estimation are addressed for systems with scarce measurements. A gradient-based algorithm is derived to estimate the parameters of the input-output representation with scarce measurements, and the convergence properties of the parameter estimation and unavailable output estimation are established using the Kronecker lemma and the deterministic version of the martingale convergence theorem. Finally, an example is provided to demonstrate the effectiveness of the proposed algorithm.