SI Recursively Estimate ARX Model VI

System Identification VIs

SI Recursively Estimate ARX Model VI

Owning Palette: Recursive Model Estimation VIs

Installed With: System Identification Toolkit

Estimates the parameters of an ARX model using a recursive method. Wire data to the stimulus signal and response signal inputs to determine the polymorphic instance to use or manually select the instance.

Example

Use the pull-down menu to select an instance of this VI.

 Place on the block diagram  Find on the Functions palette

SI Recursively Estimate ARX Model (SISO Waveform)

initialize initializes the internal state of the VI when TRUE. This VI performs calculations that are dependent on all previous data since you last ran the VI or since you set initialize to TRUE. When initialize is TRUE, this VI restarts the calculation dependency.
recursive method specifies the recursive estimation method to use.

0RLS (default)—Recursive least squares method
1KF—Kalman filter method
2NLMS—Normalized least mean squares method
3LMS—Least mean squares method
stimulus signal specifies the input waveform of the stimulus signal.
response signal specifies the input waveform of the response signal.
orders of ARX model specifies the orders and delay of the ARX model.
A order specifies the order of the A coefficients of the system model. The value of A order must be greater than or equal to 0.
B order specifies the order of the B coefficients of the system model. The value of B order must be greater than or equal to 1.
delay specifies the delay k of the system model. The value of delay must be greater than or equal to 0.
error in describes error conditions that occur before this VI or function runs. The default is no error. If an error occurred before this VI or function runs, the VI or function passes the error in value to error out. This VI or function runs normally only if no error occurred before this VI or function runs. If an error occurs while this VI or function runs, it runs normally and sets its own error status in error out. Use the Simple Error Handler or General Error Handler VIs to display the description of the error code. Use error in and error out to check errors and to specify execution order by wiring error out from one node to error in of the next node.
status is TRUE (X) if an error occurred before this VI or function ran or FALSE (checkmark) to indicate a warning or that no error occurred before this VI or function ran. The default is FALSE.
code is the error or warning code. The default is 0. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code.
source specifies the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning. The default is an empty string.
ref value specifies the reference value for the recursive estimation algorithms. When recursive method is KF, ref value is the drift matrix.

When recursive method is RLS, this VI uses the value in the first row and the first column of ref value as the forgetting factor. The smaller the forgetting factor, the less information this VI uses from previous estimation calculations. When this VI uses small forgetting factors, the system model is able to track time-varying systems. The range of the forgetting factor is between 0 and 1, typically greater than 0.98 and less than 1.

When recursive method is NLMS or LMS, this VI uses the value in the first row and the first column of ref value as the step size. The value of the step size is proportional to the convergence rate. The larger the step size, the faster the convergence. However, the algorithm can become unstable if the step size gets too large. An appropriate step size depends on the model type, order, and input signal.
system model out returns information about the model structure, nominal or estimated parameters, identification result, and so on. Use the Model Management VIs to retrieve the information system model out contains.
Note  You can use a customized system model probe to view model information that flows through system model wires when you debug a block diagram created with the System Identification VIs. Right-click a system model wire and select Custom Probe»SI System Model from the shortcut menu to use the system model probe.
predicted response returns the predicted response output from the current estimated system model. The difference between the values of predicted response and response signal is the measure of the recursive estimation.
coefficients of ARX model returns the coefficients of the ARX model.
A returns the A coefficients of the system model.
B returns the B coefficients of the system model.
error out contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces. Right-click the error out front panel indicator and select Explain Error from the shortcut menu for more information about the error.
status is TRUE (X) if an error occurred or FALSE (checkmark) to indicate a warning or that no error occurred.
code is the error or warning code. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code.
source describes the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning.

SI Recursively Estimate ARX Model (SISO Array)

initialize initializes the internal state of the VI when TRUE. This VI performs calculations that are dependent on all previous data since you last ran the VI or since you set initialize to TRUE. When initialize is TRUE, this VI restarts the calculation dependency.
recursive method specifies the recursive estimation method to use.

0RLS (default)—Recursive least squares method
1KF—Kalman filter method
2NLMS—Normalized least mean squares method
3LMS—Least mean squares method
stimulus signal specifies the input array of the stimulus signal.
response signal specifies the input array of the response signal.
orders of ARX model specifies the orders and delay of the ARX model.
A order specifies the order of the A coefficients of the system model. The value of A order must be greater than or equal to 0.
B order specifies the order of the B coefficients of the system model. The value of B order must be greater than or equal to 1.
delay specifies the delay k of the system model. The value of delay must be greater than or equal to 0.
error in describes error conditions that occur before this VI or function runs. The default is no error. If an error occurred before this VI or function runs, the VI or function passes the error in value to error out. This VI or function runs normally only if no error occurred before this VI or function runs. If an error occurs while this VI or function runs, it runs normally and sets its own error status in error out. Use the Simple Error Handler or General Error Handler VIs to display the description of the error code. Use error in and error out to check errors and to specify execution order by wiring error out from one node to error in of the next node.
status is TRUE (X) if an error occurred before this VI or function ran or FALSE (checkmark) to indicate a warning or that no error occurred before this VI or function ran. The default is FALSE.
code is the error or warning code. The default is 0. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code.
source specifies the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning. The default is an empty string.
sampling rate is the signal sampling rate in hertz. The value of sampling rate must be greater than 0.
ref value specifies the reference value for the recursive estimation algorithms. When recursive method is KF, ref value is the drift matrix.

When recursive method is RLS, this VI uses the value in the first row and the first column of ref value as the forgetting factor. The smaller the forgetting factor, the less information this VI uses from previous estimation calculations. When this VI uses small forgetting factors, the system model is able to track time-varying systems. The range of the forgetting factor is between 0 and 1, typically greater than 0.98 and less than 1.

When recursive method is NLMS or LMS, this VI uses the value in the first row and the first column of ref value as the step size. The value of the step size is proportional to the convergence rate. The larger the step size, the faster the convergence. However, the algorithm can become unstable if the step size gets too large. An appropriate step size depends on the model type, order, and input signal.
system model out returns information about the model structure, nominal or estimated parameters, identification result, and so on. Use the Model Management VIs to retrieve the information system model out contains.
Note  You can use a customized system model probe to view model information that flows through system model wires when you debug a block diagram created with the System Identification VIs. Right-click a system model wire and select Custom Probe»SI System Model from the shortcut menu to use the system model probe.
predicted response returns the predicted response output from the current estimated system model. The difference between the values of predicted response and response signal is the measure of the recursive estimation.
coefficients of ARX model returns the coefficients of the ARX model.
A returns the A coefficients of the system model.
B returns the B coefficients of the system model.
error out contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces. Right-click the error out front panel indicator and select Explain Error from the shortcut menu for more information about the error.
status is TRUE (X) if an error occurred or FALSE (checkmark) to indicate a warning or that no error occurred.
code is the error or warning code. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code.
source describes the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning.

SI Recursively Estimate ARX Model (MISO Waveform)

initialize initializes the internal state of the VI when TRUE. This VI performs calculations that are dependent on all previous data since you last ran the VI or since you set initialize to TRUE. When initialize is TRUE, this VI restarts the calculation dependency.
recursive method specifies the recursive estimation method to use.

0RLS (default)—Recursive least squares method
1KF—Kalman filter method
2NLMS—Normalized least mean squares method
3LMS—Least mean squares method
stimulus signals specifies the input waveform array of the stimulus signals. Each element of the array is the waveform of one stimulus signal.
response signal specifies the input waveform of the response signal.
orders of ARX model specifies the orders and delays of the ARX model.
A order specifies the order of the A coefficients of the system model. The value of A order must be greater than or equal to 0.
B orders specifies the orders of the B coefficients of the model. The value of B orders must be greater than or equal to 1.
delays specifies the delays k of the model. The value of delays should be greater than 0.
error in describes error conditions that occur before this VI or function runs. The default is no error. If an error occurred before this VI or function runs, the VI or function passes the error in value to error out. This VI or function runs normally only if no error occurred before this VI or function runs. If an error occurs while this VI or function runs, it runs normally and sets its own error status in error out. Use the Simple Error Handler or General Error Handler VIs to display the description of the error code. Use error in and error out to check errors and to specify execution order by wiring error out from one node to error in of the next node.
status is TRUE (X) if an error occurred before this VI or function ran or FALSE (checkmark) to indicate a warning or that no error occurred before this VI or function ran. The default is FALSE.
code is the error or warning code. The default is 0. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code.
source specifies the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning. The default is an empty string.
ref value specifies the reference value for the recursive estimation algorithms. When recursive method is KF, ref value is the drift matrix.

When recursive method is RLS, this VI uses the value in the first row and the first column of ref value as the forgetting factor. The smaller the forgetting factor, the less information this VI uses from previous estimation calculations. When this VI uses small forgetting factors, the system model is able to track time-varying systems. The range of the forgetting factor is between 0 and 1, typically greater than 0.98 and less than 1.

When recursive method is NLMS or LMS, this VI uses the value in the first row and the first column of ref value as the step size. The value of the step size is proportional to the convergence rate. The larger the step size, the faster the convergence. However, the algorithm can become unstable if the step size gets too large. An appropriate step size depends on the model type, order, and input signal.
system model out returns information about the model structure, nominal or estimated parameters, identification result, and so on. Use the Model Management VIs to retrieve the information system model out contains.
Note  You can use a customized system model probe to view model information that flows through system model wires when you debug a block diagram created with the System Identification VIs. Right-click a system model wire and select Custom Probe»SI System Model from the shortcut menu to use the system model probe.
predicted response returns the predicted response output from the current estimated system model. The difference between the values of predicted response and response signal is the measure of the recursive estimation.
coefficients of ARX model returns the coefficients of the ARX model.
A returns the A coefficients of the system model.
B returns the B coefficients of the system model.
error out contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces. Right-click the error out front panel indicator and select Explain Error from the shortcut menu for more information about the error.
status is TRUE (X) if an error occurred or FALSE (checkmark) to indicate a warning or that no error occurred.
code is the error or warning code. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code.
source describes the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning.

SI Recursively Estimate ARX Model (MISO Array)

initialize initializes the internal state of the VI when TRUE. This VI performs calculations that are dependent on all previous data since you last ran the VI or since you set initialize to TRUE. When initialize is TRUE, this VI restarts the calculation dependency.
recursive method specifies the recursive estimation method to use.

0RLS (default)—Recursive least squares method
1KF—Kalman filter method
2NLMS—Normalized least mean squares method
3LMS—Least mean squares method
stimulus signals specifies the input array of the stimulus signals. Each row in the array is one stimulus signal.
response signal specifies the input array of the response signal.
orders of ARX model specifies the orders and delays of the ARX model.
A order specifies the order of the A coefficients of the system model. The value of A order must be greater than or equal to 0.
B orders specifies the orders of the B coefficients of the model. The value of B orders must be greater than or equal to 1.
delays specifies the delays k of the model. The value of delays should be greater than 0.
error in describes error conditions that occur before this VI or function runs. The default is no error. If an error occurred before this VI or function runs, the VI or function passes the error in value to error out. This VI or function runs normally only if no error occurred before this VI or function runs. If an error occurs while this VI or function runs, it runs normally and sets its own error status in error out. Use the Simple Error Handler or General Error Handler VIs to display the description of the error code. Use error in and error out to check errors and to specify execution order by wiring error out from one node to error in of the next node.
status is TRUE (X) if an error occurred before this VI or function ran or FALSE (checkmark) to indicate a warning or that no error occurred before this VI or function ran. The default is FALSE.
code is the error or warning code. The default is 0. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code.
source specifies the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning. The default is an empty string.
sampling rate is the signal sampling rate in hertz. The value of sampling rate must be greater than 0.
ref value specifies the reference value for the recursive estimation algorithms. When recursive method is KF, ref value is the drift matrix.

When recursive method is RLS, this VI uses the value in the first row and the first column of ref value as the forgetting factor. The smaller the forgetting factor, the less information this VI uses from previous estimation calculations. When this VI uses small forgetting factors, the system model is able to track time-varying systems. The range of the forgetting factor is between 0 and 1, typically greater than 0.98 and less than 1.

When recursive method is NLMS or LMS, this VI uses the value in the first row and the first column of ref value as the step size. The value of the step size is proportional to the convergence rate. The larger the step size, the faster the convergence. However, the algorithm can become unstable if the step size gets too large. An appropriate step size depends on the model type, order, and input signal.
system model out returns information about the model structure, nominal or estimated parameters, identification result, and so on. Use the Model Management VIs to retrieve the information system model out contains.
Note  You can use a customized system model probe to view model information that flows through system model wires when you debug a block diagram created with the System Identification VIs. Right-click a system model wire and select Custom Probe»SI System Model from the shortcut menu to use the system model probe.
predicted response returns the predicted response output from the current estimated system model. The difference between the values of predicted response and response signal is the measure of the recursive estimation.
coefficients of ARX model returns the coefficients of the ARX model.
A returns the A coefficients of the system model.
B returns the B coefficients of the system model.
error out contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces. Right-click the error out front panel indicator and select Explain Error from the shortcut menu for more information about the error.
status is TRUE (X) if an error occurred or FALSE (checkmark) to indicate a warning or that no error occurred.
code is the error or warning code. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code.
source describes the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning.

Example

Refer to the Online Model Estimation VI in the labview\examples\System Identification\Getting Started\Recursive Estimation.llb for an example of using the SI Recursively Estimate ARX Model VI.

 Open example  Browse related examples