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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
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: ...98 99 100 u(k)1 1 y(k) .01 Suppose gT = [a, b] and assume P(99) = (7(99)(99))- 1.1 and (99) = -1 Use recursive least square method to compute P(100) and (100) 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: ...98 99 100 u(k)1 1 y(k) .01 Suppose gT = [a, b] and assume P(99) = (7(99)(99))- 1.1 and (99) = -1 Use recursive least square method to compute P(100) and (100)
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