Further extension of Friedland´s separate-bias estimation algorithm to a class of nonlinear systems in the presence of colored noise

This paper gives an extension of the Friedland´s separate-bias estimation algorithm of linear systems to a class of nonlineartime-varying stochastic systems with colored noise. The property of the bias maybe nonlinear, random and time-varying with an unknown changing law. The results of computer simulation demonstrate the effectiveness of the proposed algorithm.