7 Estimation of parameters in dynamical systems

A Basic Convergence Result for Particle Filtering

article by Xiao-Li Hu et al published April 2008 in IEEE Transactions on Signal Processing

A General Convergence Result for Particle Filtering

article by Xiao-Li Hu et al published July 2011 in IEEE Transactions on Signal Processing

A convex approach to subspace clustering

A novel subspace identification approach with enforced causal models

A projection method for closed-loop identification

A robust particle filter for state estimation — with convergence results

Adaptation and tracking in system identification—A survey

An alternative motivation for the indirect approach to closed-loop identification

An improved phase method for time-delay estimation

Asymptotic variance expressions for closed-loop identification

Asymptotic variance expressions for estimated frequency functions

article

Asymptotically optimal smoothing of averaged LMS estimates for regression parameter tracking

article

Black-box Identification of Transfer Functions: Asymptotic Results for Increasing Model Order and Data Records

Blind Identification of Wiener Models*

Closed-loop identification revisited

Clustering using sum-of-norms regularization: With application to particle filter output computation

Comparing different approaches to model error modeling in robust identification

Consistent Nonparametric Estimation of NARX Systems Using Convex Optimization

Convexity issues in system identification

Decentralization of particle filters using arbitrary state decomposition

Decentralized Particle Filter With Arbitrary State Decomposition

Decomposition methods for solving least-squares parameter estimation

article by S.S. Niu et al published 1996 in IEEE Transactions on Signal Processing

Difference algebra and system identification

scholarly article by Christian Lyzell et al published September 2011 in Automatica

Direct Weight Optimization applied to discontinuous functions

Distributed Change Detection*

Ensuring monotonic gain characteristics in estimated models by fuzzy model structures

article

Estimating model variance in the case of undermodeling

article

Exponential stability of general tracking algorithms

scholarly article by Lei Guo & Lennart Ljung published 1995 in IEEE Transactions on Automatic Control

Fast numerical solution of fredholm integral equations with stationary kernels

article by Stefan Ljung & Lennart Ljung published March 1982 in BIT Numerical Mathematics

Frequency Domain Versus Time Domain Methods in System Identification – Revisited

Frequency domain identification of continuous-time output error models, Part I: Uniformly sampled data and frequency function approximation

Frequency domain identification of continuous-time output error models, Part II: Non-uniformly sampled data and B-spline output approximation

Frequency domain tracking characteristics of adaptive algorithms

scholarly article by S. Gunnarsson & Lennart Ljung published July 1989 in IEEE transactions on acoustics, speech, and signal processing

Frequency-domain identification of continuous-time ARMA models from sampled data

Global Identifiability of Complex Models, Constructed from Simple Submodels

Guest Editorial: Special Issue on System Identification

Hard frequency-domain model error bounds from least-squares like identification techniques

article by Bo Wahlberg & Lennart Ljung published July 1992 in IEEE Transactions on Automatic Control

Identification of Hammerstein–Wiener models

Identification of Piecewise Affine Systems Using Sum-of-Norms Regularization

Identification of composite local linear state-space models using a projected gradient search

Identification of piecewise affine systems via mixed-integer programming

article published in 2004

Identification of switched linear regression models using sum-of-norms regularization

scholarly article by Henrik Ohlsson & Lennart Ljung published April 2013 in Automatica

Identification of unstable systems using output error and Box-Jenkins model structures

article

Implementation of algorithms for tuning parameters in regularized least squares problems in system identification

article by Tianshi Chen & Lennart Ljung published July 2013 in Automatica

Impulse response estimation with binary measurements: a regularized FIR model approach

Issues in sampling and estimating continuous-time models with stochastic disturbances

article

Kernel selection in linear system identification part II: A classical perspective

Kernel-based model order selection for linear system identification

article

L2 Model reduction and variance reduction

Linear approximations of nonlinear FIR systems for separable input processes

Manifold-constrained regressors in system identification

scholarly article published 2008

Maximum likelihood identification of Wiener models

article by Anna Hagenblad et al published November 2008 in Automatica

Model Identification of Linear Parameter Varying Aircraft Systems

Necessary and sufficient conditions for stability of LMS

Nonlinear dynamics isolated by delaunay triangulation criteria

article

Nonlinear system identification via direct weight optimization

On The Consistency of Prediction Error Identification Methods

On adaptive smoothing of empirical transfer function estimates

article

On global identifiability for arbitrary model parametrizations

article

On manifolds, climate reconstruction and bivalve shells

On parameter and state estimation for linear differential–algebraic equations

scholarly article by Markus Gerdin et al published March 2007 in Automatica

On the Estimation of Transfer Functions, Regularizations and Gaussian Processes – Revisited

On the accuracy of parameter estimation for continuous time nonlinear systems from sampled data

On the choice of norms in system identification

On the estimation of hyperparameters for Bayesian system identification with exponentially decaying kernels

On the estimation of transfer functions, regularizations and Gaussian processes—Revisited

On-line identification and adaptive trajectory tracking for nonlinear stochastic continuous time systems using differential neural networks

Performance analysis of general tracking algorithms

scholarly article by Lei Guo & Lennart Ljung published 1995 in IEEE Transactions on Automatic Control

Perspectives on system identification

Prediction error estimation methods

Recursive identification algorithms

scholarly article by Lennart Ljung published January 2002 in Circuits, Systems and Signal Processing

Recursive least-squares and accelerated convergence in stochastic approximation schemes

scholarly article by Lennart Ljung published 2001 in International Journal of Adaptive Control and Signal Processing

Regressor and structure selection in NARX models using a structured ANOVA approach

Regressor selection with the analysis of variance method

Revisiting Hammerstein system identification through the Two-Stage Algorithm for bilinear parameter estimation

Revisiting the Two-Stage Algorithm for Hammerstein system identification

Robust Control of Identified Models with Mixed Parametric and Non-Parametric Uncertainties

Robustness guarantees for linear control designs with an estimated nonlinear model error model

article

Scalable anomaly detection in large homogeneous populations

Scattering theory and linear least squares estimation—Part I: Continuous-time problems

article by Lennart Ljung et al published 1976 in Proceedings of the IEEE

Segmentation of ARX-models using sum-of-norms regularization

Segmentation of time series from nonlinear dynamical systems

Shaping frequency-dependent time resolution when estimating spectral properties with parametric methods

article

Smoothed state estimates under abrupt changes using sum-of-norms regularization

article

Some Classical and Some New Ideas for Identification of Linear Systems

Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms

Some results on optimal experiment design

Sparse multiple kernels for impulse response estimation with majorization minimization algorithms

State smoothing by sum-of-norms regularization

Subspace identification from closed loop data

Subspace-based identification of infinite-dimensional multivariable systems from frequency-response data

Subspace-based multivariable system identification from frequency response data

The role of model validation for assessing the size of the unmodeled dynamics

article

The use of nonnegative garrote for order selection of ARX models

Trajectory generation using sum-of-norms regularization

Using the bootstrap to estimate the variance in the case of undermodeling

article

Variance Properties of a Two-step ARX Estimation Procedure

article by Fredrik Tjärnström & Lennart Ljung published January 2003 in European Journal of Control

Variance expressions for spectra estimated using auto-regressions

article

Version 8 of the Matlab System Identification Toolbox

Well-posedness of Filtering Problems for Stochastic Linear DAE Models

Wiener System Identification Using the Maximum Likelihood Method

scholarly article published 2010