Multi-innovation Stochastic Gradient Algorithm for Hammerstien Nonlinear ARX Systems

Since the multi-innovation stochastic gradient (MISG) method can produce highly accurate parameter estimates for linear regression models, this paper extends the MISG method to nonlinear regression models and presents an MISG algorithm for Hammerstein nonlinear CAR (ARX) systems with memory less nonlinear blocks followed by controlled autoregressive models. The numerical results indicate that the proposed algorithm can effectively estimate the parameters of nonlinear systems.