Recursive identification algorithms library in Matlab & Simulink

Abstract

This paper presents simple SIMULINK library for recursive parameter estimation of linear dynamic models ARX, ARMAX and OE. Several recursive identification methods were implemented in this library: Least Squares Method (RLS), Recursive Leaky Incremental Estimation (RUE), Damped Least Squares (DLS), Adaptive Control with Selective Memory (ACSM), Instrumental Variable Method (RIV), Extended Least Squares Method (RELS), Prediction Error Method (RPEM) and Extended Instrumental Variable Method (ERIV). To cope with tracking the time-variant parameters several forgetting factor and modification of basic algorithm are taken into consideration.