Several gradient-based iterative estimation algorithms for a class of nonlinear systems using the filtering technique

Abstract

This paper considers iterative identification problems for a class of nonlinear systems with colored noises, which can be described by a linear-in-parameters output error autoregressive model. A gradient-based iterative (GI) algorithm, a filtered GI algorithm, and a filtered three-stage GI algorithm are developed using the decomposition technique and filtering technique, and their computational efficiencies are analyzed and compared. The simulation results indicate that the proposed algorithms can estimate effectively the parameters of nonlinear systems.