Least-squares parameter estimation algorithm for a class of input nonlinear systems
Summary: We study least-squares parameter estimation algorithms for input nonlinear systems, including the input nonlinear controlled autoregressive (IN-CAR) model and the input nonlinear controlled autoregressive autoregressive moving average (IN-CARARMA) model. The basic idea is to obtain linear-in-parameters models by overparameterizing such nonlinear systems and to use the least-squares algorithm to estimate the unknown parameter vectors. It is proved that the parameter estimates consistently converge to their true values under the persistent excitation condition. A simulation example is provided.
input nonlinear controlled autoregressive model
input nonlinear controlled autoregressive autoregressive moving average model
scientific article; zbMATH DE number 6106284
scientific article