Parameter estimation methods for nonlinear systems

摘要

This paper discusses parameter estimation problems of nonlinear system modeling. Two model transformation based estimation methods are proposed. The basic idea is to transform a complex nonlinear optimization problem into a linear or simple nonlinear optimization problem which is easy to solve. Then, according to the gradient search principle and the Newton method, a gradient based iterative algorithm and a Newton iterative algorithm are derived to determine the parameters of the nonlinear systems. Finally a numerical example is provided.