Least squares based iterative algorithm for pseudo-linear autoregressive moving average systems using the data filtering technique

This paper concentrates on the identification problems of pseudo-linear autoregressive moving average systems. A least squares based iterative (LSI) algorithm is proposed using the data filtering technique and an LSI algorithm is developed for comparisons. The basic idea is to use a linear filter to filter the input-output data, to decompose a pseudo-linear autoregressive moving average system into a system model and a noise model. Finally, two examples are given to confirm the effectiveness of the proposed algorithms.