Recursive Parameter Estimation for Nonlinear Rational Models
Zhu, Q.M. and Billings, S.A.
(1991)
Recursive Parameter Estimation for Nonlinear Rational Models.
Research Report.
Acse Report 420
.
Dept of Automatic Control and System Engineering. University of Sheffield
Abstract
A new recursive parameter estimation algorithm is derived for a general class of stochastic nonlinear systems which can be represented by a rational model defined as the ratio of two polynominal expansions of past inputs, outputs and prediction error terms. Simulation results are included to illustrate the performance of the new algorithm.
Metadata
Authors/Creators:
Zhu, Q.M.
Billings, S.A.
Copyright, Publisher and Additional Information:
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