Identification of Nonlinear Output-Affine Systems Using an Orthogonal Least Squares Algorithm

摘要

The identification of a nonlinear output-affine difference equation model is considered. An orthogonal least squares algorithm which can determine which term to regress upon, detect significant terms in the model expansion, and provide the final parameter estimates is derived. It is shown that the orthogonal property of the algorithm results in a particularly simple estimation routine, and simulated examples are included to illustrate the techniques.