parametric methods System Identification.pptx

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DrAyyarKandasamy

System Identification

Parametric methods
• Least square method
• Recursive least square method.

Least square method
• The method of least squares is about estimating
parameters by minimizing the squared error between
observed data and their expected values.
• The linear regression is the simple type of parametric
model.
• This model structure can be written as
Y(t) = ФT (t) Ɵ
Where,
Y(t) = Measurable Quantity
Ф(t) = n – Vector of known quantities
= [ -Y(t-1), -Y(t-2), …., -Y(t-na) u(t-1) …-u(t-nb)]T
Ɵ = n – Vector of unknown parameters.

parametric methods System Identification.pptx

parametric methods System Identification.pptx

parametric methods System Identification.pptx

parametric methods System Identification.pptx

parametric methods System Identification.pptx

parametric methods System Identification.pptx

parametric methods System Identification.pptx

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1.

2. Parametric methods • Least square method • Recursive least square method.

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