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, issue 1

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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https://doi.org/10.1155/2012/684074

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2012:y:2012:i:1:n:684074

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