Modified Kalman filtering based multi-step-length gradient iterative algorithm for ARX models with random missing outputs

This study presents a modified Kalman filtering-based multi-step-length gradient iterative algorithm to identify ARX models with missing outputs. The Kalman filtering method is modified to enhance the estimation of unmeasurable outputs, laying the foundation for enabling the multi-step-length gradie...

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Bibliographic Details

Published in:	Automatica (Oxford) Vol. 118; p. 109034
Main Authors:	Chen, Jing, Zhu, Quanmin, Liu, Yanjun
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 01.08.2020
Subjects:	ARX model Gradient iterative algorithm Modified Kalman filter Multi-step-length Parameter estimation Parameter estimation Modified Kalman filter ARX model Multi-step-length Gradient iterative algorithm
ISSN:	0005-1098, 1873-2836
Online Access:	Get full text
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