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
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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