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Parameter Estimation Based on Set-valued Signals: Theory and Application
Wang, Ting; Zhang, Hang; Zhao, Yan-long
AbstractThis paper summarizes the parameter estimation of systems with set-valued signals, which can be classified to three catalogs: one-time completed algorithms, iterative methods and recursive algorithms. For one-time completed algorithms, empirical measure method is one of the earliest methods to estimate parameters by using set-valued signals, which has been applied to the adaptive tracking of periodic target signals. The iterative methods seek numerical solutions of the maximum likelihood estimation, which have been applied to both complex diseases diagnosis and radar target recognition. The recursive algorithms are constructed via stochastic approximation and stochastic gradient methods, which have been applied to adaptive tracking of non-periodic signals.
Keywordset-valued signals parameter estimation one-time completed algorithms iterative estimation algorithms recursive estimation algorithms
Funding ProjectNational Natural Science Foundation of China[61803370] ; National Natural Science Foundation of China[61622309] ; China Postdoctoral Science Foundation[2018M630216] ; National Key Research and Development Program of China[2016YFB0901902]
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000467899800001
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Document Type期刊论文
Corresponding AuthorZhao, Yan-long
AffiliationChinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Wang, Ting,Zhang, Hang,Zhao, Yan-long. Parameter Estimation Based on Set-valued Signals: Theory and Application[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2019,35(2):255-263.
APA Wang, Ting,Zhang, Hang,&Zhao, Yan-long.(2019).Parameter Estimation Based on Set-valued Signals: Theory and Application.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,35(2),255-263.
MLA Wang, Ting,et al."Parameter Estimation Based on Set-valued Signals: Theory and Application".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 35.2(2019):255-263.
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