A fast nonlinear model identification method

@article{Li2005AFN,
  title={A fast nonlinear model identification method},
  author={Kang Li and Jian Xun Peng and George W. Irwin},
  journal={IEEE Transactions on Automatic Control},
  year={2005},
  volume={50},
  pages={1211-1216}
}
The identification of nonlinear dynamic systems using linear-in-the-parameters models is studied. A fast recursive algorithm (FRA) is proposed to select both the model structure and to estimate the model parameters. Unlike orthogonal least squares (OLS) method, FRA solves the least-squares problem recursively over the model order without requiring matrix decomposition. The computational complexity of both algorithms is analyzed, along with their numerical stability. The new method is shown to… CONTINUE READING

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