Least-Squares Parameter Estimation Algorithm for a Class of Input Nonlinear Systems

oleh: Weili Xiong, Wei Fan, Rui Ding

Format: Article
Diterbitkan: Wiley 2012-01-01

Deskripsi

This paper studies 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.