Abstract
The development of recurrent methods in the estimation theory is caused by the requirements of modern production where it is necessary to introduce complex control systems. The complexity of such systems is characterized, first of all, by the need to work under conditions of a priori uncertainty about external environment properties in the operation where human control is complicated. Many search algorithms of unknown parameters of the control object are based on the recurrent approach to an extremum of some chosen quality criterion. One of the most widespread recurrent estimation methods is the recursive least-squares method. In this work the estimation of a dynamic object parameter based on input system and output system signals is executed in the Matlab package. The parameter recurrent estimation procedure is considered for the case when there are no measurements noises, and also for the case when Gaussian noises are supposed to be present. In contrast to passive identification methods a possibility of applying the required input signal to an object is supposed in this work. An input signal is a meander- like signal. The recurrent estimation procedure in the MatLab package is presented by three levels. The top level blocks show the modeling results of the dynamic object, the input signal and measurement noises. Blocks of the following levels form the parameter recurrent estimation procedure. The object parameter estimation results are plotted for the case when measurement noises are absent and also for the case when they are present. In addition, the results of the behavior of the amplification coefficient which is used to estimate the parameter are given. It should be noted that recurrent synthesis in which object parameters are adjusted on receiving results of new measurements is widely used in the adaptive filter design that makes it possible to process large data amounts timely.
Keywords: active identification, modeling, recursive least-squares method, input signal, parameter estimation, dynamic object, measurement noises, mathematical model
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