“…The basic idea in this article can be combined the mathematical tools 41,42 such as the data filtering technique, 43,44 the particle filter, 45,46 and the iterative methods [47][48][49] to study the identification of other linear stochastic systems, 50 bilinear stochastic systems, 51,52 and nonlinear stochastic systems [53][54][55][56][57] and can be applied to other engineering areas. [58][59][60][61] Theorem 3. For the Wiener nonlinear system in (1 )- (2 ) and the MEKF-RLS algorithm in (19 )- (26 ) and (51 )- (56 ), suppose that ( A1), ( A2), and ( A3) hold and there exist an integer N and positive constants 1 and 2 irrelevant to t such that for t ⩾ N, the following persistent excitation condition holds,…”