An iterative Kalman smoother/least-squares algorithm for the identification of delta-ARX models.
M. A. ChadwickSean R. AndersonVisakan KadirkamanathanPublished in: Int. J. Syst. Sci. (2010)
Keyphrases
- least squares
- optimal solution
- computational cost
- levenberg marquardt
- preprocessing
- filtering algorithm
- expectation maximization
- worst case
- identification rate
- improved algorithm
- parameter estimation
- computational complexity
- learning algorithm
- dynamic programming
- cost function
- significant improvement
- k means
- simulated annealing
- search algorithm
- tree structure
- objective function
- iterative optimization
- kalman filtering
- parametric models
- neural network
- recognition algorithm
- bayesian framework
- times faster
- kalman filter
- monte carlo
- experimental evaluation
- genetic algorithm