Newton iterative identification for a class of output nonlinear systems with moving average noises

Abstract

This paper discusses iterative identification problems for a class of output nonlinear systems (i.e., Wiener nonlinear systems) with moving average noises from input–output measurement data, based on the Newton iterative method. The basic idea is to decompose a nonlinear system into two subsystems, to replace the unknown variables in the information vectors with their corresponding estimates at the previous iteration, and to present a Newton iterative identification method using the hierarchical identification principle. The numerical simulation results indicate that the proposed algorithms are effective.