Review of the application of modeling and estimation method in system identification for nonlinear state-space models

Nonlinear state-space models (SSMs) are widely used to model actual industrial processes. System identification is an important method to reduce the uncertainty of the simulation model. In recent years, system identification has been greatly improved with the rise of machine learning. However, there are a few reviews on the latest identification methods based on machine learning. Therefore, this paper focuses on the latest development of identification methods for nonlinear SSM in recent years. In particular, this paper comprehensively compares the identification methods based on traditional methods and machine learning. In addition, according to the type of uncertainty, we divided the paper into the parameter’s identification and the identification of unknown parts of the model. Compared with the classification of other reviews, our classification method is clearer. Briefly, this paper organizes the review according to the classification of uncertainty. Each type is extended from offline identification to online identification. Specifically, interval identification and point estimation methods are reviewed for offline parameter identification. For online parameter identification, point estimation methods are reviewed. In the case that the model is partially unknown or black-box, the modeling methods and identification methods are mainly reviewed. In addition to the traditional methods, this paper focuses on the latest progress in the application of machine learning in system recognition. Finally, at the end of the paper, this paper summarizes the existing methods and points out the key problems that still need to be solved.