Auxiliary model‐based recursive least squares and stochastic gradient algorithms and convergence analysis for feedback nonlinear output‐error systems

Summary This paper deals with the problem of the parameter estimation for feedback nonlinear output‐error systems. The auxiliary model‐based recursive least squares algorithm and the auxiliary model‐based stochastic gradient algorithm are derived for parameter estimation. Based on the stochastic process theory, the convergence of the proposed algorithms are proved. The simulation results indicate that the proposed algorithms can estimate the parameters of feedback nonlinear output‐error systems effectively.