The recurrent procedure use of the least-squares method for the linear dynamic objects parameters determination

The iterative procedure for the parameters determination of the linear dynamic objects with the dynamics noises and the measurements noises is considered in this work. The input signal like a meander is used as an input signal. The dynamic system modeling on the example of the fourth order object and iterative procedure of the least-squares method is executed in the Simulink environment. The parameters determination results are given. It is supposed to use the offered approach for the identification of the higher order dynamic objects further.