Parameter estimation for a special class of nonlinear systems by using the over-parameterisation method and the linear filter

Mengting Chen, Feng Ding, Rongming Lin, Ahmed Alsaedi and Tasawar Hayat

International Journal of Systems Science, 2019, vol. 50, issue 9, 1689-1702

Abstract: This paper studies the parameter estimation issues of a special class of nonlinear systems (i.e. bilinear-in-parameter systems) utilising the measurement input-output data. The estimation idea is based on the data filtering technique and the over-parameterisation method to represent the system as a linearly parameterised form. Then, by means of the filtered model and the noise model, a filtering based over-parameterisation generalised extended gradient iterative (F-O-GEGI) algorithm is developed for estimating all the parameters. For purpose of improving the precision of parameter estimation, a filtering based over-parameterisation generalised extended least squares iterative (F-O-GELSI) algorithm is derived by formulating and minimising two separate criterion functions. By these foundations, the F-O-GEGI algorithm and the F-O-GELSI algorithm with finite measurement data are presented. The simulation example is provided to test and compare the presented approaches.

Date: 2019
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DOI: 10.1080/00207721.2019.1615576

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