RECURSIVE PARAMETER ESTIMATION OF LINEAR DELAYED SYSTEM VIA NUMERICAL INTEGRAL OPERATION

摘要

In this paper,the problem of Parameter estimation in linear delayedsystems from sampled data is treated.Using numerical integral operation(NIO),anidentification model which is parametrized directly in the linear delayed system pa-rameters is got.With the least square(LS)method or the instrumental variable(Ⅳ)method,the recursive algorithm of parameter estimation is given.The result ofthe illustrated example shows that this algorithm is simple,rapid and accurrate.