Computer lab 5 - Recursive identification

A version using Matlabs toolboxes:

The first version of the lab uses Matlabs toolboxes to test recursive identification. In this lab you do not have to write much code at all, but you can still gain an intuition for how recursive identification works. 

Download instructions. Download Download instructions.

Download m-files. Download Download m-files.

A version where you implement RLS yourself:

To really understand how a method works, it is often best to implement it yourself. In this version of the lab you will implement RLS (just a few lines of code) and test it. There is also a task where you can try to use RLS for adaptive control.

Download instructions. Download Download instructions.

Download m-files. Download Download m-files.

Which version should you choose?

You can use the first version to get a quick feeling for recursive identification, and how the choice of initial $P(0)$ and the forgetting factor $\lambda$ influence the result. This should be more or less enough to pass the mandatory quiz. But to get an even better understanding, you are recommended to also try to implement RLS yourself as described in the second version.