Study of An Estimator on High Convergence Speed and Estimate Accuracy for Nonlinear Dynamic System

A biased estimator for the parameter estimates of nonlinear dynamic system is studied. The propsed estimator contains two easily-tuning parameters, which gives the estimator the robustness in dealing witth the problem of nearly-singular design matrix. Eperiments demonstrate that the estineator developed in this work is significantly better than LS estimator and ridge estimator in both eatimate accuracy and convergence speed.