Combined Parameter and State Estimation Algorithms for Multivariable Nonlinear Systems Using MIMO Wiener Models

This paper deals with the parameter estimation problem for multivariable nonlinear systems described by MIMO state-space Wiener models. Recursive parameters and state estimation algorithms are presented using the least squares technique, the adjustable model, and the Kalman filter theory. The basic idea is to estimate jointly the parameters, the state vector, and the internal variables of MIMO Wiener models based on a specific decomposition technique to extract the internal vector and avoid problems related to invertibility assumption. The effectiveness of the proposed algorithms is shown by an illustrative simulation example.