Main Content

Online Parameter Estimation

Estimate model parameters using recursive algorithms at the command line and in Simulink®

You can estimate parameters of AR, ARMA, ARX, ARMAX, OE, or BJ model coefficients using real-time data and recursive algorithms. You can also estimate models using a recursive least squares (RLS) algorithm. For details about the algorithms, see Recursive Algorithms for Online Parameter Estimation.

You can perform online parameter estimation using Simulink blocks in the Estimators sublibrary of the System Identification Toolbox™ library. You can then generate C/C++ code and Structured Text for these blocks using Simulink Coder™ and Simulink PLC Coder™, and deploy this code to an embedded target. You can also perform online estimation at the command line and deploy your code using MATLAB® Compiler™ or MATLAB Coder.


recursiveAROnline parameter estimation of AR model
recursiveARMAOnline parameter estimation of ARMA model
recursiveARXOnline parameter estimation of ARX model
recursiveARMAXOnline parameter estimation of ARMAX model
recursiveBJOnline parameter estimation of Box-Jenkins model
recursiveOEOnline parameter estimation of output-error polynomial model
recursiveLSOnline parameter estimation of least-squares model
rpemEstimate general input-output models using recursive prediction-error minimization method
rplrEstimate general input-output models using recursive pseudolinear regression method
segmentSegment data and estimate models for each segment


Recursive Least Squares EstimatorEstimate model coefficients using recursive least squares (RLS) algorithm
Recursive Polynomial Model EstimatorEstimate input-output and time-series polynomial model coefficients
Model Type ConverterConvert polynomial model coefficients to state-space model matrices


Online Estimation Basics

Online Parameter Estimation in Simulink

Online Parameter Estimation at the Command Line

Code Generation


Troubleshoot Online Parameter Estimation

Check your model, estimation data, estimation settings, and initial parameter values.