“…System identification and model parameter estimation are basic in controller design, dynamic systems modeling, and signal processing 1,2 . Different identification methods have been proposed for linear systems and nonlinear systems, such as the least squares methods, 3‐5 the maximum likelihood methods, 6‐8 the gradient methods, 9 the orthogonal matching pursuit methods, 10 and the robust identification methods 11,12 . However, most of these methods assumed that the input–output data are available at every sampling instant.…”