WSEAS Transactions on Computers
Print ISSN: 1109-2750, E-ISSN: 2224-2872
Volume 13, 2014
Recursive Estimation Algorithms in Matlab & Simulink Development Environment
Authors: ,
Abstract: The article deals with recursive estimation algorithms realized in Matlab&Simulink development environment. These algorithms are realized as a blocks in simple SIMULINK library. Proposed library can be used for recursive parameter estimation of linear dynamic models ARX, ARMAX and OE. The library implements several recursive estimation methods: Least Squares Method, Recursive Leaky Incremental Estimation, Damped Least Squares, Adaptive Control with Selective Memory, Instrumental Variable Method, Extended Least Squares Method, Prediction Error Method and Extended Instrumental Variable Method. Several forgetting factor and modification of basic algorithm are taken into consideration in order to cope with tracking the time-variant parameters.
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Keywords: Recursive estimation, ARX model, ARMAX model, OE model, forgetting factors, Matlab, Simulink
Pages: 691-702
WSEAS Transactions on Computers, ISSN / E-ISSN: 1109-2750 / 2224-2872, Volume 13, 2014, Art. #61