Derivation And Practical Comparison Of Recursive Ls And Tls System Identification Methods

Abstract

The least squares (LS) type of methods are the most widely used methods in system identificationdespite their obvious imperfection. Such methods use a regressor, that is supposed not tocontain any error, notwithstanding that it is constructed from measured data. This can be solved byusing the total least squares (TLS) type of methods. Derivation of both batch and recursive methodsof LS and TLS for identification and their practical comparison is presented in this paper