Nonlinear system identification using constellation based multiple model adaptive estimators

This paper describes the application of the constellation based multiple model adaptive estimation (CBMMAE) algorithm to the identification and parameter estimation of nonlinear systems. The method was successfully applied to the identification of linear systems both stationary and nonstationary, being able to fine tune its parameters. The method starts by establishing a minimum set of models that are geometrically arranged in the space spanned by the unknown parameters, and adopts a strategy to adaptively update the constellation models in the parameter space in order to find the model resembling the system under identification. By downscaling the models parameters the constellation is shrunk, reducing the uncertainty of the parameters estimation. Simulations are presented to exhibit the application of the framework and the performance of the algorithm to the identification and parameters estimation of nonlinear systems.