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Volume 2, Issue 2, IECE Transactions on Intelligent Systematics
Volume 2, Issue 2, 2025
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IECE Transactions on Intelligent Systematics, Volume 2, Issue 2, 2025: 76-84

Free to Read | Research Article | 14 April 2025
Iterative Estimation Algorithm for Bilinear Stochastic Systems by Using the Newton Search
1 College of Engineering, Zhejiang Normal University, Jinhua 321004, China
2 School of Internet of Things Engineering, Jiangnan University, Wuxi 214122, China
* Corresponding Author: Feng Ding, [email protected]
Received: 02 November 2024, Accepted: 26 March 2025, Published: 14 April 2025  
Abstract
This study addresses the challenge of estimating parameters iteratively in bilinear state-space systems affected by stochastic noise. A Newton iterative (NI) algorithm is introduced by utilizing the Newton search and iterative identification theory for identifying the system parameters. Following the estimation of the unknown parameters, we create a bilinear state observer (BSO) using the Kalman filtering principle for state estimation. Subsequently, we propose the BSO-NI algorithm for simultaneous parameter and state estimation. An iterative algorithm based on gradients is given for comparisons to illustrate the effectiveness of the proposed algorithms.

Graphical Abstract
Iterative Estimation Algorithm for Bilinear Stochastic Systems by Using the Newton Search

Keywords
newton search
bilinear system
parameter estimation
system identification
iterative method

Data Availability Statement
Data will be made available on request.

Funding
This work was supported by the Young Scientists Fund of the National Natural Science Foundation of Zhejiang Province, China under Grant LQN25F030017.

Conflicts of Interest
The authors declare no conflicts of interest. 

Ethical Approval and Consent to Participate
Not applicable.

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Cite This Article
APA Style
Liu, S., & Ding, F. (2025). Iterative Estimation Algorithm for Bilinear Stochastic Systems by Using the Newton Search. IECE Transactions on Intelligent Systematics, 2(2), 76–84. https://doi.org/10.62762/TIS.2024.155941

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