Least squares parameter estimation algorithms for non-linear systems
Steve A. Billings, Wong Shaw Voon · International Journal of Systems Science · 1984
Least squares parameter estimation algorithms for non-linear systems are investigated based on a non-linear difference equation model. A modified extended least squares algorithm, an instrumental variable algorithm and a new suboptimal least squares algorithm are considered. The problems of input sensitivity, structure detection, model validation and input signal selection are also discussed in the non-linear context.