Bi-loop Matrix Forgetting Factor-Based Coupled Recursive Least Squares Algorithm for Identification of Multivariable Plants

Abstract

In this study, a new parameter estimation method based on coupled least squares method for recursive estimation of time-varying parameters in multivariable systems is presented. The bi-loop matrix forgetting factor-based coupled recursive least squares method is employed for estimation of time-varying parameters in which the forgetting factor for each parameter is adjusted according to its variance. This means that the forgetting factors of slow-varying and fast-varying parameters are calculated according to their variances, automatically. The simulation results demonstrate the advantage of the proposed method for estimation of parameters with different variation rates (including slow-varying or fast-varying parameters) in comparison with ordinary coupled least squares method.