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University of North Florida

Electrical Engineering Program


EEL 4657
Linear Control Systems Laboratory
Dawn Owens
(N00152181)
Lab 5 Least-Squares Estimation of Linear Multi-Parameter Models
Abstract: The objective of this lab was to continue generalizing the insights from
previous labs to input-output models that involve more than just one parameter to be
estimated. Characterizing the accuracy of a multi-parameter predictor required utilizing
fundamental statistical concept called the covariance, which is essentially a measure of
the correlation between two random variables. Using the simplest setting of a twoparameter predictor, MATLAB will be used (i) to show that correlation between the two
parameters can be influenced by the choice of input data and (ii) to examine the influence
of the number of model parameters on second-order statistics.

Exercise L6-1 (Characterizing the Accuracy of a Two-Dimensional Parameter


Estimate)
Statistic
Mean Vector

Experiment 1
E[1] = -3.71 x 10-4
E[2] = 9.99 x 10-2

Experiment 2
E[1] = 5.0 x 10-4
E[2] = 9.99 x 10-2

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