Recursive Parameter Estimation for Nonlinear Rational Models
Quanmin Zhu, Stephen A. Billings · White Rose Research Online (University of Leeds, The University of Sheffield, University of York) · 1991
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.