Parameter Identification

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 Introduction
The purpose of this chapter is to present the design, analysis,
and simulation of algorithms that can be used for online
parameter identification. This involves three steps:
Step 1 (Parametric model ). Express the form of the
parametric model SPM, DPM, B-SPM, or B-DPM.
Step 2 (Parameter Identification Algorithm).
The estimation error is used to drive the adaptive law that
generates online. The adaptive law is a differential
equation of the form
(t ) H (t )
where H (t ) is a time-varying gain vector that depends on
measured signals.
Step 3 (Stability and Parameter Convergence).
Establish conditions that guarantee (t ) * 2
 Example: One-Parameter Case
Consider the first-order plant model

Step 1: Parametric Model

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 Example: One-Parameter Case
Step 2: Parameter Identification Algorithm

parameter error

Adaptive Law The simplest adaptive law for

In scalar form may be introduced as

provided . In practice the effect of noise especially

when is close to zero, may lead to erroneous parameter
estimates. 4
 Example: One-Parameter Case
Step 2: Parameter Identification Algorithm

Another approach is to update in a direction that minimizes

a certain cost of the estimation error. As an example, consider
the cost criterion:

where is a scaling constant or step size which we refer

to as the adaptive gain and where is the gradient of J
with respect to . We ill have
adaptive law
, (0) 0
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 Example: One-Parameter Case
Step 3: Stability and Parameter Convergence
The adaptive law should guarantee that:
parameter estimate (t ) and
speed of adaptation are bounded and
estimation error gets smaller and smaller with time.

Note that these conditions still do not imply that (t ) *

unless some conditions on the vector (t )
referred to as the regressor vector.

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 Example: One-Parameter Case
Step 3: Stability and Parameter Convergence

Analysis 1. Solving

2. Lyapunov

Solving

(t ) * (t ) 0

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 Example: One-Parameter Case
Step 3: Stability and Parameter Convergence

(t ) is always bounded for any (t )

(t ) (t ) is bounded
is bounded

(t ) and (t ) are bounded

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 Example: One-Parameter Case

Summary

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 Example: Two-Parameter Case
Consider the first-order plant model

Step 1: Parametric Model

Step 2: Parameter Identification Algorithm

Estimation Model: Estimation Error:

where is the normalizing signal such that

A straightforward choice:
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 Example: Two-Parameter Case

Adaptive Law: Use the gradient method to minimize the cost,

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 Example: Two-Parameter Case

Step 3: Stability and Parameter Convergence

Stability of the equilibrium will very much depend on the

properties of the time-varying matrix , which in turn
depends on the properties of .

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 Example: Two-Parameter Case
For simplicity let us assume that the plant is stable, i.e., .
If we choose

at steady state

0
(A ) e 0 is only marginally stable
(c 2
0 c 2
1 )

e is bounded but does not necessarily converge to 0. constant

input does not guarantee exponential stability.
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