Identification (recursive methods)

Design online identification methods for representing linear systems

General information

1. Least squares estimation

2. The gradient method

·       “a priori” prediction

·       “a posteriori” prediction

3. Recursive least squares

4. Some important considerations

·       excitation signal

·       whiteness of the prediction error sequence

5. Extended least squares

 Application:

 Identification of a system with slowly varying parameters

Sampled systems

Z transform

Transfer function