Electric Power and Machines Department Parameter Estimation

Adaptive Control (EPM 644) Assignment 1

Due date October 22, 2018

Problem 1. Consider a discrete-time transfer function given by ( ) . Let the

output be given by ( ) ( ) ( ) ( ), where ( ) is a Gaussian white noise
with a zero mean zero and a unit variance and ( ) is also a Gaussian white noise with a zero
mean zero and a 0.1 variance. Use Simulink to model 200 data points of the responses.
Assuming the model structure is known and the parameters 2 and 0.9 are unknown, estimate
the model parameters using the least squares formula ̂ ( ) . Calculate the 95%
confidence intervals for both parameters using the expression ̂ ̂ , where
is the standard deviation. (Include the Simulink and MATLAB codes used to obtain the results
and comment on the results).

Problem 2. A set of simulated data can be retrieved from the google drive of the course under
the file name assig1_12.mat. In MATLAB, it is possible to load the data in the workspace using
the command load assig1_12.mat. Use the MATLAB command who to make sure that the two
variables u and y are present.

 Use the MATLAB Identification toolbox to estimate an ARX model. When determining
the model order, the principle is to keep it as simple as possible. The increase of the
model order is often stopped when the fit has no significant improvement.

Problem 3. Consider the first order system

( ) ( ) ( ) ( )

Where the true values of the parameters are a = 0.5 and b = 0.8. ( ) is a white noise signal.
With a zero mean and a 0.1 variance. Use the RLS algorithm to estimate ̂ and ̂ for the
following cases:

1. ( )
2. ( )
3. ( ) a Gaussian white noise with zero mean
4. ( ) ( )
5. ( ) ( ( ))

The RLS is initialized using ( ) ̂( ) ̂( )

Your answer should include the following:

 MATLAB codes to implement the RLS and simulate the system.

 Plots of ̂ ̂ for 500 samples.

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Electric Power and Machines Department Parameter Estimation
Adaptive Control (EPM 644) Assignment 1

 Comments on the results (whether the estimates converge to the true values and why).

Problem 4. Consider the first order system

( ) ( ) ( ) ( )

Where the true values of the parameters are a = 0.7 and c = - 0.5. ( ) is a white noise signal
with a zero mean and a unit variance.

1. Implement a RLS algorithm to estimate ̂ ̂.

2. Implement an extended recursive least squares (ERLS) algorithm to estimate ̂ ̂.
3. Implement a recursive approximate maximum likelihood (RAML) algorithm to estimate
̂ ̂.

Your answer should include the following:

 MATLAB codes to implement the recursive estimators and simulate the system.
 Plots of ̂ ̂ for adequate number of samples.
 Comments on the results (whether the estimates converge to the true values and why).

Problem 5. Consider the mass-spring-damper system shown below, where is the damping
coefficient, is the spring constant, is the external force, and is the displacement of the
mass resulting from the force .

a) Verify that the equation of motion is ̈ ̇ .

b) Design a gradient algorithm to estimate when can be measured.
c) Design a LS algorithm to estimate when can be measured.
d) Simulate the algorithms in b) and c) assuming
and select appropriate .

Show your Simulink programs, the input signal, the evolutions of the estimates of
with respect to time.

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