Title
Least-Squares Parameter Estimation Algorithm for a Class of Input Nonlinear Systems.
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.
Year
DOI
Venue
2012
10.1155/2012/684074
JOURNAL OF APPLIED MATHEMATICS
Field
DocType
Volume
Least squares,Autoregressive–moving-average model,Autoregressive model,Mathematical optimization,Parameter estimation algorithm,Nonlinear autoregressive exogenous model,Nonlinear system,STAR model,Mathematics
Journal
2012
Issue
ISSN
Citations 
null
1110-757X
7
PageRank 
References 
Authors
0.47
41
3
Name
Order
Citations
PageRank
Weili Xiong1285.92
Wei Fan270.47
Rui Ding329736.06