Fractional system identification using recursive algorithms approach

A new identification method in the time domain of fractional systems described by fractional order linear differential equations is proposed in this paper. The basic idea is to extend the classical recursive least squares method to fractional order systems using fractional order ARX model. Parameter estimation of fractional order ARX model is then performed, through the recursive least squares method (RLS), and then through the recursive instrumental variable method (RIV) based least squares technique. Real-time identification for time-variant fractional systems is also proposed. Numerical examples are presented to exhibit the properties and the performances of the proposed methodology.