Documentation

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 parameter 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

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
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