ABSTRACTThis article is aimed to study the parameter estimation problems of a non‐commensurate fractional‐order system with saturation and dead‐zone nonlinearity. In order to reduce the structural complexity of the system, the model separation scheme is used to decompose the fractional‐order nonlinear system into two subsystems, one includes the parameters of the linear part and the other includes the parameters of the nonlinear part. Then, we derive an auxiliary model separable gradient‐based iterative algorithm with the help of the model separation scheme. In addition, to improve the utilization of the real time information, an auxiliary model separable multi‐innovation gradient‐based iterative algorithm is presented based on the sliding measurement window. Finally, the feasibility of the presented algorithms is validated by numerical simulations.