Electric Power and Machines Department

Adaptive Control (EPM 644)

Parameter Estimation
Assignment 1

Problem 1: Consider the first order system

( )

( )

where the true values of the parameters are a = 0.5 and b = 1. ( ) is a white noise
signal. The white noise variance is 0.1. Use the RLS to estimate and under the
following experimental conditions
abcde-

(
(
(
(
(

)
)
) zero mean unit variance white noise
)
( )
)
( ( ))

The RLS is initialized with ( )

, and ( )

, ( )

Your answer should include the following:

MATLAB code to implement the required simulation.
Plots of y, e, u, and the estimated parameters for 500 samples.
Problem 2: Consider the system
( )

in which the true parameters are

signal. The white noise variance is 1.

(
and

( )
..

( ) is a white noise

a- Implement the RLS algorithm to estimate and .

b- Implement the extended recursive least squares (ERLS) algorithm to
estimate and .
c- Implement the recursive approximate maximum likelihood (RAML)
algorithm to estimate and .
Your answer should include the following:
MATLAB code to implement the required simulation.
Plots of y, e, and the estimated parameters.

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Electric Power and Machines Department

Adaptive Control (EPM 644)

Parameter Estimation
Assignment 1

Problem 3

Hint: Use the autocorrelation method.

Page 2 of 2