Least-Squares Parameter Estimation Algorithm for a Class of Input Nonlinear Systems

This paper studies least-squares parameter estimation algorithms for input nonlinear systems, including the input nonlinear controlled autoregressive (IN-CAR) model and the input nonlinear controlled autoregressive autoregressive moving average (IN-CARARMA) model. The basic idea is to obtain linear-...

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Main Authors: Weili Xiong, Wei Fan, Rui Ding
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/684074
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author Weili Xiong
Wei Fan
Rui Ding
author_facet Weili Xiong
Wei Fan
Rui Ding
author_sort Weili Xiong
collection DOAJ
description This paper studies least-squares parameter estimation algorithms for input nonlinear systems, including the input nonlinear controlled autoregressive (IN-CAR) model and the input nonlinear controlled autoregressive autoregressive moving average (IN-CARARMA) model. The basic idea is to obtain linear-in-parameters models by overparameterizing such nonlinear systems and to use the least-squares algorithm to estimate the unknown parameter vectors. It is proved that the parameter estimates consistently converge to their true values under the persistent excitation condition. A simulation example is provided.
format Article
id doaj-art-d5fb9fc8c47044258ed309202c3d57a6
institution Kabale University
issn 1110-757X
1687-0042
language English
publishDate 2012-01-01
publisher Wiley
record_format Article
series Journal of Applied Mathematics
spelling doaj-art-d5fb9fc8c47044258ed309202c3d57a62025-02-03T05:52:06ZengWileyJournal of Applied Mathematics1110-757X1687-00422012-01-01201210.1155/2012/684074684074Least-Squares Parameter Estimation Algorithm for a Class of Input Nonlinear SystemsWeili Xiong0Wei Fan1Rui Ding2Key Laboratory of Advanced Process Control for Light Industry of Ministry of Education, Jiangnan University, Wuxi 214122, ChinaSchool of Internet of Things Engineering, Jiangnan University, Wuxi 214122, ChinaSchool of Internet of Things Engineering, Jiangnan University, Wuxi 214122, ChinaThis paper studies least-squares parameter estimation algorithms for input nonlinear systems, including the input nonlinear controlled autoregressive (IN-CAR) model and the input nonlinear controlled autoregressive autoregressive moving average (IN-CARARMA) model. The basic idea is to obtain linear-in-parameters models by overparameterizing such nonlinear systems and to use the least-squares algorithm to estimate the unknown parameter vectors. It is proved that the parameter estimates consistently converge to their true values under the persistent excitation condition. A simulation example is provided.http://dx.doi.org/10.1155/2012/684074
spellingShingle Weili Xiong
Wei Fan
Rui Ding
Least-Squares Parameter Estimation Algorithm for a Class of Input Nonlinear Systems
Journal of Applied Mathematics
title Least-Squares Parameter Estimation Algorithm for a Class of Input Nonlinear Systems
title_full Least-Squares Parameter Estimation Algorithm for a Class of Input Nonlinear Systems
title_fullStr Least-Squares Parameter Estimation Algorithm for a Class of Input Nonlinear Systems
title_full_unstemmed Least-Squares Parameter Estimation Algorithm for a Class of Input Nonlinear Systems
title_short Least-Squares Parameter Estimation Algorithm for a Class of Input Nonlinear Systems
title_sort least squares parameter estimation algorithm for a class of input nonlinear systems
url http://dx.doi.org/10.1155/2012/684074
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AT weifan leastsquaresparameterestimationalgorithmforaclassofinputnonlinearsystems
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