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  • Recursive parameter identif...
    Zhang, Xiao; Ding, Feng; Alsaadi, Fuad E.; Hayat, Tasawar

    Nonlinear dynamics, 09/2017, Volume: 89, Issue: 4
    Journal Article

    This paper investigates the recursive parameter and state estimation algorithms for a special class of nonlinear systems (i.e., bilinear state space systems). A state observer-based stochastic gradient (O-SG) algorithm is presented for the bilinear state space systems by using the gradient search. In order to improve the parameter estimation accuracy and the convergence rate of the O-SG algorithm, a state observer-based multi-innovation stochastic gradient algorithm and a state observer-based recursive least squares identification algorithm are derived by means of the multi-innovation theory. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed algorithms.