Parameter estimation of continuous-time bilinear systems based on numerical integration and separable non-linear least-squares

摘要

This paper considers the problem of estimating the parameters in continuous-time bilinear systems. The system identification approach is based on numerical integration and separable non-linear least-squares. The situation where the output signal is contaminated with noise is also discussed. The suggested estimation method uses a bias compensating approach and the model parameters together with parameters associated with the noise are estimated by solving an overdetermined system of equation in a least-squares sense.