Consistent Parameter Estimators for Second-order Modulus Systems with Non-additive Disturbances ?

摘要

This work deals with a class of nonlinear regression models called second-order modulus models. It is shown that the possibility of obtaining consistent parameter estimators for these models depends on how process disturbances enter the system. Two scenarios where consistency can be achieved for instrumental variable estimators despite non-additive system disturbances are demonstrated, both in theory and by simulation examples.