Abstract:
The least-squares method is widely applied when processing results received at the
solution of tasks which are connected, for example, with the identification of dynamic objects or
with the pattern recognition. The article considers the application of recurrent least-squares method
for the parameters determination of a static object with a matrix input and a matrix output. As test
input signals it is offered to use signals like a meander with single amplitude. The estimation results
of the object parameters are given for a case when Gaussian noises occur at the object output. The
simulation of input signals which are realizing impact on an object, and the iterative procedure
of the least-squares method are executed in the Simulink environment. The blocks which are realizing
the formation of the iterative procedure of parameters estimation correspond to basic formulas
which are a part of the algorithm of the recurrent least-squares method. On the example of the
second order object the estimates received as a result of the recurrent estimation constructed
scheme are given in the graphic form. It is possible to mark that the fast convergence of the parameters
estimates to basic parameter values of an object is stated. The behavior diagram of the gain
coefficient which is present at the algorithm of the recurrent least-squares method is demonstrated.
Testing the algorithm of the object parameters estimation was carried out using input signals like
a meander with different periods. The simulation results show that the algorithm gives the good estimates
of unknown parameters even in the presence of the considerable noise watched on the object
output. The offered approach is supposed to be used for the parameters estimation of the higher
order objects with the different parameters quantity.
Keywords:identification, modeling, meander, parameters estimation, recursive least-squares
method, gain coefficient.