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Online Estimation

Estimate model parameters and states during system operation, generate code and deploy to embedded targets

Online estimation algorithms update model parameters and state estimates when new data is available. You can perform online parameter and state estimation using Simulink® blocks in the Estimators sublibrary of the System Identification Toolbox™ library. You can then generate C/C++ code and Structured Text for these blocks using Simulink Coder™ and Simulink PLC Coder™, and deploy this code to an embedded target. You can also perform online estimation at the command line and deploy your code using MATLAB® Compiler™ or MATLAB Coder. To learn more about online estimation, see What Is Online Estimation?

Functions

recursiveAR Create System object for online parameter estimation of AR model
recursiveARMA Create System object for online parameter estimation of ARMA model
recursiveARX Create System object for online parameter estimation of ARX model
recursiveARMAX Create System object for online parameter estimation of ARMAX model
recursiveBJ Create System object for online parameter estimation of Box-Jenkins polynomial model
recursiveOE Create System object for online parameter estimation of Output-Error polynomial model
recursiveLS Create System object for online parameter estimation using recursive least squares algorithm
step Update model parameters and output online using recursive estimation algorithm
clone Copy online parameter estimation System object
reset Reset online parameter estimation System object
release Unlock online parameter estimation System object
isLocked Locked status of online parameter estimation System object
rpem Estimate general input-output models using recursive prediction-error minimization method
rplr Estimate general input-output models using recursive pseudolinear regression method
segment Segment data and estimate models for each segment
extendedKalmanFilter Create extended Kalman filter object for online state estimation
unscentedKalmanFilter Create unscented Kalman filter object for online state estimation
correct Correct state and state estimation error covariance using extended or unscented Kalman filter and measurements
predict Predict state and state estimation error covariance at next time step using extended or unscented Kalman filter
clone Copy online state estimation object

Blocks

Recursive Least Squares Estimator Estimate model coefficients using recursive least squares (RLS) algorithm
Recursive Polynomial Model Estimator Estimate input-output and time-series polynomial model coefficients
Kalman Filter Estimate states of discrete-time or continuous-time linear system
Model Type Converter Convert polynomial model coefficients to state-space model matrices

Topics

Online Estimation Basics

What Is Online Estimation?

Estimate states and parameters of a system in real-time.

How Online Parameter Estimation Differs from Offline Estimation

Difference in data, algorithms, and estimation implementations.

Algorithms

Recursive Algorithms for Online Parameter Estimation

Forgetting factor, Kalman filter, and gradient and unnormalized gradient algorithms for online parameter estimation.

Extended and Unscented Kalman Filter Algorithms for Online State Estimation

Description of the underlying algorithms for state estimation of nonlinear systems.

Online Parameter Estimation in Simulink

Preprocess Online Parameter Estimation Data in Simulink

Remove drift, offset, missing samples, seasonalities, equilibrium behavior, and outliers in your data.

Online Recursive Least Squares Estimation

This example shows how to implement an online recursive least squares estimator.

Online ARMAX Polynomial Model Estimation

This example shows how to implement an online polynomial model estimator.

Validate Online Parameter Estimation Results in Simulink

Examine estimation errors, parameter covariance, and difference between simulated and measured outputs.

Online Parameter Estimation at the Command Line

Perform Online Parameter Estimation at the Command Line

Online parameter estimation using System Objects.

Online ARX Parameter Estimation for Tracking Time-Varying System Dynamics

This example shows how to perform online parameter estimation for a time-varying ARX model at the MATLAB command line.

Line Fitting with Online Recursive Least Squares Estimation

This example shows how to perform online parameter estimation for line-fitting using recursive estimation algorithms at the MATLAB command line.

Validate Online Parameter Estimation at the Command Line

Examine estimation errors, parameter covariance, and difference between simulated and measured outputs.

Data Segmentation

Use of data segmentation to model systems exhibiting abrupt changes.

Detect Abrupt System Changes Using Identification Techniques

This example shows how to detect abrupt changes in the behavior of a system using online estimation and automatic data segmentation techniques.

Online State Estimation in Simulink

State Estimation Using Time-Varying Kalman Filter

This example shows how to estimate states of linear systems using time-varying Kalman filters in Simulink.

Online State Estimation at the Command Line

Nonlinear State Estimation Using Unscented Kalman Filter

This example shows how to use the unscented Kalman filter algorithm for nonlinear state estimation for the van der Pol oscillator.

Fault Detection Using an Extended Kalman Filter

This example shows how to use an extended Kalman filter for fault detection.

Validate Online State Estimation at the Command Line

Validate online state estimation that is performed using extended and unscented Kalman filter algorithms.

Code Generation

Generate Online Estimation Code in Simulink

Generate C/C++ code and Structured Text using Simulink Coder and Simulink PLC Coder products.

Generate Code for Online Parameter Estimation in MATLAB

Generate C/C++ code using MATLAB Coder software; limitations for System objects.

Generate Code for Online State Estimation in MATLAB

Deploy extended and unscented Kalman filters using MATLAB Coder software.

Troubleshooting

Troubleshoot Online Parameter Estimation

Check your model, estimation data, estimation settings, and initial parameter values.

Troubleshoot Online State Estimation

Troubleshoot online state estimation performed using extended and unscented Kalman filter algorithms.

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