Orthogonal least-squares parameter estimation algorithms for non-linear stochastic systems |
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| Authors: | S. A. BILLINGS G. N. JONES |
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| Affiliation: | Department of Automatic Control and Systems Engineering , the University , Mappin Street, Sheffield, SI 3JD, U.K. |
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| Abstract: | The derivations of orthogonal least-squares algorithms based on the principle of Hsia's method and generalized least-squares are presented. Extensions to the case of non-linear stochastic systems are discussed and the performance of the algorithms is illustrated with the identification of both simulated systems and linear models of an electric arc furnace and a gas furnace. |
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