2022
DOI: 10.1109/tim.2022.3210952
|View full text |Cite
|
Sign up to set email alerts
|

Synchronous Optimization Schemes for Dynamic Systems Through the Kernel-Based Nonlinear Observer Canonical Form

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1

Citation Types

0
12
0

Year Published

2023
2023
2023
2023

Publication Types

Select...
7

Relationship

3
4

Authors

Journals

citations
Cited by 21 publications
(12 citation statements)
references
References 57 publications
0
12
0
Order By: Relevance
“…In summary, Equations ( 28)-( 43) consist of the O-AM-HGI algorithm based on the mean value. The O-AM-HGI algorithms can combine some mathematical tools [72][73][74][75] and identification approaches [76][77][78][79][80][81][82] to explore parameter estimation methods of different dynamic stochastic systems [83][84][85][86][87][88][89] and can be applied to signal processing and chemical process control.…”
Section: The O-am-hgi Algorithmmentioning
confidence: 99%
“…In summary, Equations ( 28)-( 43) consist of the O-AM-HGI algorithm based on the mean value. The O-AM-HGI algorithms can combine some mathematical tools [72][73][74][75] and identification approaches [76][77][78][79][80][81][82] to explore parameter estimation methods of different dynamic stochastic systems [83][84][85][86][87][88][89] and can be applied to signal processing and chemical process control.…”
Section: The O-am-hgi Algorithmmentioning
confidence: 99%
“…It can solve complex structure, high dimension and large scale system identification, making the sizes of the subsystem problems smaller and simpler than the original problem, thus reducing the calculation of the identification algorithms. [64][65][66] In the following, we develop a Kalman filtering-based hierarchical forgetting factor stochastic gradient algorithm to jointly estimate the parameters and states of the system. The identification model contains the system parameter vector 𝝑 and the noise model parameter vector 𝜽.…”
Section: 2mentioning
confidence: 99%
“…Hierarchical identification is an essential identification method developed based on the decomposition of identification models. It can solve complex structure, high dimension and large scale system identification, making the sizes of the subsystem problems smaller and simpler than the original problem, thus reducing the calculation of the identification algorithms 64‐66 . In the following, we develop a Kalman filtering‐based hierarchical forgetting factor stochastic gradient algorithm to jointly estimate the parameters and states of the system.…”
Section: System Description and Identification Modelmentioning
confidence: 99%
“…The two-stage recursive gradient identification of Hammerstein nonlinear systems based on the key term separation in this article can integrate some filtering and estimation approaches [89][90][91][92][93][94] to explore identification methods of dynamical stochastic linear and nonlinear systems [95][96][97][98][99][100] and can be applied to engineering fields [101][102][103][104][105][106] such as the information processing systems. The KT-AM-2S-RG algorithm involves the following steps:…”
Section: Kt-am-2s-rg Algorithmmentioning
confidence: 99%