Parameter estimation for stochastic nonlinear rational models
- 1 February 1993
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 57 (2) , 309-333
- https://doi.org/10.1080/00207179308934390
Abstract
A general orthogonal parameter estimation algorithm is derived to estimate both the structure and the parameters for a wide range of stochastic nonlinear systems which can be described by a nonlinear rational model. Simulation studies are included to demonstrate the performance of the algorithm.Keywords
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