Parameter Estimation for Stochastic Nonlinear Rational Models
Zhu, Q.M. and Billings, S.A.
(1991)
Parameter Estimation for Stochastic Nonlinear Rational Models.
Research Report.
Acse Report 435
.
Dept of Automatic Control and System Engineering. University of Sheffield
Abstract
A general orthogonal parameter estimation algorithm is derived to estimate both the structure and the parameters for a wide range of stochastic nonlinear systems which can be described by a nonlinear rational model. Simulation studies are included to demonstrate the performance of the algorithm.
Metadata
Item Type:
Monograph
Authors/Creators:
Zhu, Q.M.
Billings, S.A.
Copyright, Publisher and Additional Information:
The Department of Automatic Control and Systems Engineering research reports offer a forum for the research output of the academic staff and research students of the Department at the University of Sheffield. Papers are reviewed for quality and presentation by a departmental editor. However, the contents and opinions expressed remain the responsibility of the authors. Some papers in the series may have been subsequently published elsewhere and you are advised to cite the later published version in these instances.
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