Abstract:

After inspecting the properties of the covariance matrix, a recursive method of system parameter estimation is derived upon LSE. Like Levinson algorithm in an autoregression model identification, this method, taking advantage of the specification of the covariance matrix, calculates the higher order parameters from the lower order parameters and identifies the model order by using the ordinary order identification methods. This method avoids the high order matrix inverse operation in batch process of LSE,providing a more effective estimation method. Finally, this method is successfully used in the identification of aircraft buffeting characteristics.

Key words: identification, LSE, recursive estimation, aircraft buffeting characteristics