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Least squares parameter estimation algorithms for non-linear systems

Stephen A. Billings, +1 more
- 01 Jun 1984 - 
- Vol. 15, Iss: 6, pp 601-615
TLDR
The problems of input sensitivity, structure detection, model validation and input signal selection are discussed in the non-linear context.
Abstract
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.

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This is a repository copy of Least Squares Parameter Estimation Algorithms for Nonlinear
Systems.
White Rose Research Online URL for this paper:
http://eprints.whiterose.ac.uk/76436/
Monograph:
Billings, S.A. and Voon, W.S.F. (1983) Least Squares Parameter Estimation Algorithms for
Nonlinear Systems. Research Report. ACSE Report 225 . Department of Control
Engineering, University of Sheffield, Mappin Street, Sheffield
eprints@whiterose.ac.uk
https://eprints.whiterose.ac.uk/
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A bibliography on nonlinear system identification

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Identifying nonlinear difference equation and functional expansion representations : the fast orthogonal algorithm

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References
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Journal ArticleDOI

An iterative method for the identification of nonlinear systems using a Hammerstein model

TL;DR: In this article, an iterative method is proposed for the identification of nonlinear systems from samples of inputs and outputs in the presence of noise, which consists of a no-memory gain (of an assumed polynomial form) followed by a linear discrete system.
Journal ArticleDOI

An instrumental variable method for real-time identification of a noisy process

TL;DR: In this paper, an instrumental variable (IV) technique is proposed to identify a dynamic process from its normal operating data, which does not require a priori information on the signal and noise statistics.
Journal ArticleDOI

Paper: A theoretical analysis of recursive identification methods

TL;DR: In this article, five different recursive identification methods are compared, namely recursive versions of the least square method, the instrumental variable method, generalized least squares method, extended least squares, and the maximum likelihood method.
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The copyright exception in section 29 of the Copyright, Designs and Patents Act 1988 allows the making of a single copy solely for the purpose of non-commercial research or private study within the limits of fair dealing. The publisher or other rights-holder may allow further reproduction and re-use of this version refer to the White Rose Research Online record for this item. 

The copyright exception in section 29 of the Copyright, Designs and Patents Act 1988 allows the making of a single copy solely for the purpose of non-commercial research or private study within the limits of fair dealing.