2 papers
eess.SY2026
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…
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…