Recursive parameter estimation of transfer function matrix models via simpson’s integrating rules
Journal
International Journal of Systems Science
Journal Volume
18
Journal Issue
5
Pages
901-911
Date Issued
1987
Author(s)
Abstract
Recursive formulae for repeated integration of a continuous-time function with uniformly sampled data using Simpson's 1/3 and 3/8 integrating rules are derived. Combined with the recursive algorithm of the least-squares solution, a method for recursive parameter estimation of transfer function matrix models in multiple-input-multiple-output systems is proposed. It is demonstrated that the use of the popular integrating rules for parameter estimation can be as effective as sophisticated methods that use orthogonal functions and the associated operational properties reported in the literature. The proposed algorithm is suitable for on-line applications and computer programming. Three numerical examples are included to illustrate the applicability of the proposed method.
Type
journal article