Results 41 to 50 of about 17,988 (163)

Recursive Least Squares Parameter Estimation Algorithms for a Class of Nonlinear Stochastic Systems With Colored Noise Based on the Auxiliary Model and Data Filtering

IEEE Access, 2019
This paper considers the parameter identification for a class of nonlinear stochastic systems with colored noise. We filter the input-output data by using an estimated noise transfer function and obtain two identification models, one containing the ...
Longjin Wang, Yan He
doaj   +1 more source

Recursive Identification of Noisy Autoregressive Models Via a Noise–Compensated Overdetermined Instrumental Variable Method

International Journal of Applied Mathematics and Computer Science
The aim of this paper is to develop a new recursive identification algorithm for autoregressive (AR) models corrupted by additive white noise. The proposed approach relies on a set of both low-order and high-order Yule–Walker equations and on a modified ...
Barbieri Matteo, Diversi Roberto
doaj   +1 more source

Noise Reduction with Recursive Filtering for More Accurate Parameter Identification of Electrochemical Sources and Interfaces

Sensors
Noise reduction is essential in analyzing electrochemical impedance spectroscopy (EIS) data for accurate parameter identification of models of electrochemical sources and interfaces.
Mitar Simić, Milan Medić, Milan Radovanović, Vladimir Risojević, Patricio Bulić   +4 more
doaj   +1 more source

Online Parameter Identification and State of Charge Estimation of Lithium-Ion Batteries Based on Forgetting Factor Recursive Least Squares and Nonlinear Kalman Filter

Energies, 2017
State of charge (SOC) estimation is the core of any battery management system. Most closed-loop SOC estimation algorithms are based on the equivalent circuit model with fixed parameters. However, the parameters of the equivalent circuit model will change
Bizhong Xia, Zizhou Lao, Ruifeng Zhang, Yong Tian, Guanghao Chen, Zhen Sun, Wei Wang, Wei Sun, Yongzhi Lai, Mingwang Wang, Huawen Wang   +10 more
doaj   +1 more source

A Novel Method for Lithium-Ion Battery Online Parameter Identification Based on Variable Forgetting Factor Recursive Least Squares

Energies, 2018
For model-based state of charge (SOC) estimation methods, the battery model parameters change with temperature, SOC, and so forth, causing the estimation error to increase.
Zizhou Lao, Bizhong Xia, Wei Wang, Wei Sun, Yongzhi Lai, Mingwang Wang   +5 more
doaj   +1 more source

A Distributed Sensor-Based Recursive Framework for DoA Estimation and Geolocation

IEEE Access
This paper proposes a distributed sensor-based RECursive Subspace and Factor Graph (REC-SaFG) framework for direction-of-arrival (DoA) estimation and geolocation of a fast-moving target.
Lei Jiang, Nopphon Keerativoranan, Tad Matsumoto, Jun-Ichi Takada   +3 more
doaj   +1 more source

Robust Kalman Filter with Recursive Measurement Noise Covariance Estimation Against Measurement Faults

International Journal of Prognostics and Health Management
A new innovation-based recursive measurement noise covariance estimation method is proposed. The presented algorithm is used for Kalman filter tuning, as a result, the robust Kalman filter (RKF) against measurement malfunctions is derived.
Chingiz Hajiyev
doaj   +1 more source

Monte Carlo Analysis of Forecast Error Variance Decompositions under Alternative Model Identification Schemes

Acta Universitatis Lodziensis. Folia Oeconomica, 2018
The goal of the paper is to investigate the estimation precision of forecast error variance decomposition (FEVD) based on stable structural vector autoregressive models identified using short‑run and long‑run restrictions.
Anna Staszewska-Bystrova
doaj   +1 more source

Longitudinal Tire Force Estimation Method for 4WIDEV Based on Data-Driven Modified Recursive Subspace Identification Algorithm

Algorithms
For the longitudinal tire force estimation problem of four-wheel independent drive electric vehicles (4WIDEVs), traditional model-based observers have limitations such as high modeling complexity and strong parameter sensitivity, while pure data-driven ...
Xiaoyu Wang, Te Chen, Jiankang Lu
doaj   +1 more source

Recursive MEWMA Projections of Conditional Covolatilities in Large Portfolios [PDF]

Statistika: Statistics and Economy Journal
Dynamic predictions of large dimensional conditional covariance matrices are considered in the context of large financial portfolios. Since numerically simple prediction methods are usually recommended for multivariate conditional covariances ...
Radek Hendrych, Tomáš Cipra
doaj   +1 more source