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

Weili Xiong, Wei Fan and Rui Ding

Journal of Applied Mathematics, 2012, vol. 2012, 1-14

Abstract:

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.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljam:684074

DOI: 10.1155/2012/684074

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