OFF-LINE AND ON-LINE PARAMETER ESTIMATION WITH LEAST SQUARES
B.1 OFF-LINE LEAST-SQUARES ESTIMATION
The transfer function of systems can be identified either by using impulse, step, and frequency response techniques in the continuous or discrete time domain or using regression techniques in the discrete time domain. When the process is to be controlled by a computer, it may be easier to identify the transfer function parameters of the system by collecting input and output data at uniform discrete time intervals that are equal to the computer control period.
Consider a general transfer function with d samples delay, with orders nb and ...