Parameter estimation and mathematical models are essential for system identification [13, 31, 33], system optimization [16, 24] and state and data filtering [14, 19, 32]. Exploring new parameter esti- mation methods is an eternal theme of system identification [5, 6] and many identification methods have been developed for linear and nonlinear systems [1, 25, 38, 40], dual-rate sampled systems [9, 11, 36] and state-delay systems [28]. Iterative methods can be used for estimating parameters and solving matrix equations [4]. The iterative identification algorithms make full use of the measured data at each iteration and thus can produce more accurate parameter estimates than the existing recursive identification algorithms [29]. For decades, many iterative methods have been applied in the parameter estimation, such as the Newton iterative method [7, 26, 41, 42], the gradient based
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