Rational model identification using an extended least-squares algorithm. (English) Zbl 0728.93084

Summary: A new least-squares-based parameter-estimation algorithm is derived for nonlinear systems which can be represented by a rational model defined as the ratio of two polynomial expansions of past system inputs, outputs and noise. Simulation results are included to illustrate the performance of the new algorithm.


93E24 Least squares and related methods for stochastic control systems
93C10 Nonlinear systems in control theory
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