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EE 4733 Intelligent Control Homework #02 Problem 1 (Recursive Least Square) Consider a discrete-time control system with unknown parameters a and b y(k) = ay(k-1)
EE 4733 Intelligent Control Homework #02 Problem 1 (Recursive Least Square) Consider a discrete-time control system with unknown parameters a and b y(k) = ay(k-1) + bu(k-1) To estimate the unknown parameters, we input a square wave signal and measure the output y. The data are recorded as follows: k ... 98 99 100 u(k) ... 1 -1 1 yk) ... 0 1 -1 Suppose " = (a, b) and assume P(99) = (017 (9)*(0)*= [ 31 11 ) and (9) = [ {] Use recursive least square method to compute P(100) and (100). EE 4733 Intelligent Control Homework #02 Problem 1 (Recursive Least Square) Consider a discrete-time control system with unknown parameters a and b y(k) = ay(k-1) + bu(k-1) To estimate the unknown parameters, we input a square wave signal and measure the output y. The data are recorded as follows: k ... 98 99 100 u(k) ... 1 -1 1 yk) ... 0 1 -1 Suppose " = (a, b) and assume P(99) = (017 (9)*(0)*= [ 31 11 ) and (9) = [ {] Use recursive least square method to compute P(100) and (100)
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