Recursive estimation algorithms in Matlab & Simulink development environment

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WSEAS Transactions on Computers, ISSN: 2224-2872, Vol: 13, Page: 691-702

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Navrátil, Petr; Ivanka, Ján
World Scientific and Engineering Academy and Society (WSEAS)
Computer Science; ARMAX model; ARX model; Forgetting factors; Matlab; OE model; Recursive estimation; Simulink
article description
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.