A Modified Algorithm for the Least Squares Identification

Abstract

To identify the dynamics of mechanical systems, the usual practice is to assume a certain model structure and try to estimate the unknown parameters of this model on the basis of input output observations. For mechanical systems operating under noisy industrial conditions, the number of unknowns of the problem exceeds the number of equations available. It is then inevitable that certain assumptions must be made on the unknown disturbances. This paper assumes that the only reliable feature of the disturbance is its independence of input. This yields a set of assumptions in excess of the minimal requirements and an endeavor has been made to exploit this excess to minimize the parameter estimation errors. Th resulting algorithm is similar to that of the Two Stage Least Squares method [1].