Extended recursive least squares algorithm for nonlinear stochastic systems

  • Huixin Chen
  • Published 2004 in
    Proceedings of the 2004 American Control…

Abstract

The strong consistency of parameter estimation has always been one of the main problems in system identification theory especially for the nonlinear systems. Although there are several approaches and algorithms set up for the nonlinear stochastical system, the strong consistency of the parameter estimation has not been discussed and proved for most of them… (More)

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Cite this paper

@article{Chen2004ExtendedRL, title={Extended recursive least squares algorithm for nonlinear stochastic systems}, author={Huixin Chen}, journal={Proceedings of the 2004 American Control Conference}, year={2004}, volume={5}, pages={4758-4763 vol.5} }