3 papers
eess.SY2025
Online Algorithms for Recovery of Low-Rank Parameter Matrix in Non-stationary Stochastic Systems
Yanxin Fu, Junbao Zhou, Yu Hu +1
This paper presents a two-stage online algorithm for recovery of low-rank parameter matrix in non-stationary stochastic systems. The first stage applies the recursive least squares…
eess.SY2025
Recursive Sparse Parameter Identification of Multivariate ARMAX Systems with Non-stationary Observations and Colored Noise
Yanxin Fu, Wenxiao Zhao
The classical sparse parameter identification methods are usually based on the iterative basis selection such as greedy algorithms, or the numerical optimization of regularized cos…
math.OC2024
A Class of Convex Optimization-Based Recursive Algorithms for Identification of Stochastic Systems
Mingxia Ding, Wenxiao Zhao, Tianshi Chen
Focusing on identification, this paper develops a class of convex optimization-based criteria and correspondingly the recursive algorithms to estimate the parameter vector …