Recursive Least Squares Parameter Estimation Algorithms for a Class of Nonlinear Stochastic Systems With Colored Noise Based on the Auxiliary Model and Data Filtering

Recursive Least Squares Parameter Estimation Algorithms for a Class of Nonlinear Stochastic Systems With Colored Noise Based on the Auxiliary Model and Data Filtering

This paper considers the parameter identification for a class of nonlinear stochastic systems with colored noise. We filter the input-output data by using an estimated noise transfer function and obtain two identification models, one containing the parameters of the noise model, and the other contai...

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Bibliographic Details
Main Authors: Longjin Wang, Yan He
Format: Article
Language:English
Published: IEEE 2019-01-01
Series:IEEE Access
Subjects:
Parameter estimation
bilinear system
data filtering
least squares
recursive identification
Online Access:https://ieeexplore.ieee.org/document/8917629/

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