Abstract

This paper presents a gradient-based iterative identification algorithm and an auxiliary-model-based multi-innovation generalized extended stochastic gradient algorithm for input nonlinear systems with autoregressive moving average (ARMA) noises, i.e., the input nonlinear Box–Jenkins (IN–BJ) systems. The estimation errors given by the gradient-based iterative algorithm are smaller than the generalized extended stochastic gradient algorithm under same data lengths. A simulation example is provided.

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