Recursive Identification Algorithms Library

This paper presents simple SIMULINK library for recursive parameter estimation of linear dynamic models ARX, ARMAX and OE. Several recursive identification methods were implemented in this library: Least Square Method (RLS), Recursive Leaky Incremental Estimation (RLIE), Damped Least Squares (DLS), Adaptive Control with Selective Memory (ACSM), Instrumental Variable Method (RIV), Extended Least Square Method (RELS), Prediction Error Method (RPEM) and Extended Instrumental Variable Method (ERIV). To cope with tracking the time-variant parameters several forgetting factor and modification of basic algorithm are taken into consideration.