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    Recursive Least Square

    Uploaded by

    Zinaida Latić
    1. The document simulates different inputs to a process model and observes the corresponding outputs over time. It generates step, noise, and filtered inputs and graphs the inputs and outputs. 2. It then uses recursive least squares (RLS) to estimate the process model from the data, starting the RLS both with and without prior information. It graphs the parameter estimates over time and the error between the real and estimated outputs. 3. A measurement noise signal is then added to the process. The same simulations and RLS estimations are run using the noisy data and results are compared to the noise-free case.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Recursive Least Square

    Uploaded by

    Zinaida Latić
    38 views2 pages
    1. The document simulates different inputs to a process model and observes the corresponding outputs over time. It generates step, noise, and filtered inputs and graphs the inputs and outputs. 2. It then uses recursive least squares (RLS) to estimate the process model from the data, starting the RLS both with and without prior information. It graphs the parameter estimates over time and the error between the real and estimated outputs. 3. A measurement noise signal is then added to the process. The same simulations and RLS estimations are run using the noisy data and results are compared to the noise-free case.

    Original Description:

    Estimation real process with recursive least square

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    © © All Rights Reserved

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    1. The document simulates different inputs to a process model and observes the corresponding outputs over time. It generates step, noise, and filtered inputs and graphs the inputs and outputs. 2. It then uses recursive least squares (RLS) to estimate the process model from the data, starting the RLS both with and without prior information. It graphs the parameter estimates over time and the error between the real and estimated outputs. 3. A measurement noise signal is then added to the process. The same simulations and RLS estimations are run using the noisy data and results are compared to the noise-free case.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    38 views2 pages

    Recursive Least Square

    Uploaded by

    Zinaida Latić
    1. The document simulates different inputs to a process model and observes the corresponding outputs over time. It generates step, noise, and filtered inputs and graphs the inputs and outputs. 2. It then uses recursive least squares (RLS) to estimate the process model from the data, starting the RLS both with and without prior information. It graphs the parameter estimates over time and the error between the real and estimated outputs. 3. A measurement noise signal is then added to the process. The same simulations and RLS estimations are run using the noisy data and results are compared to the noise-free case.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    1.

    Real process with transfer function:


    1
    G0 ( s ) .
    ( s 0.5 s 1)
    2

    Generate input and output of process in time 0 t 100 s , with step T=0.1 [s], for three different
    cases:

    a) Step signal
    b) White noise signal which takes values from 0 to 2.
    c) Output of filter which transfer fcn is
    1
    G f ( s) , if input is signal from b.
    0.1s 1

    2. Input and output signals from 1 show graphicly.

    3. Using RLS and data generated in 1a,1b,1c estimate values of process model.
    a) RLS start on two different ways.
    a1) RLS starts without any informations about parametars
    a2) RLS starts in t=10 [s], depending on LS estimation until t=10 [s].
    b) Graphicly show estipation of parametars in time 0 t 100 s .
    c) Graphicly show error between real process and estimated values on output of process in time
    0 t 100 s .
    d) Compare results.

    4. Real process with transfer fcn:


    1
    G0 ( s ) .
    s( s 0.5 s 1)
    2

    Do all steps like in 1,2 and 3.

    5. For the analysis of process modeling in the conditions of measurement interference (or
    inaccuracy of measurement) assume the situation as in Fig.1. where e (t) denotes the measurement
    interference. e(t)
    u(t) z(t) + y(t)
    PROCES +

    Sl.1.
    6. Perform the procedure as in 1, but the measurement error e (t) is a pseudorandom signal with a zero
    average value and takes values in the range of -0.02 to 0.02.
    7. Signals u(t), y(t) i e(t) for case from 5. Show graphicly

    8. Using RLS and data generated 5 estimate values of process model.


    e) RLS start on two different ways.
    a1) RLS starts without any informations about parametars
    a2) RLS starts in t=10 [s], depending on LS estimation until t=10 [s].
    f) Graphicly show estipation of parametars in time 0 t 100 s .
    g) Graphicly show error between real process and estimated values on output of process in time
    0 t 100 s .
    h) Compare results.

    9. Compare results from 3 and 7.

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