ABSTRACT
To develop the equations, let us first define our data vector, <p, and as before, our parameter vector, e. These are both column vectors given as
where y(k) is the 'PT9 (for any sample time, k, and knowing past values); na is the number of past output values used in the difference equation, and nb is the number of past input values used in the difference equation. Recall that our <I> matrix in the preceding section contained the same data (formed from multiple input-output data points) and can be formed from the 'P vectors as
<p(N)T The number or columns in <I> equal to the number of parameters, na + nb, and the number of rows is equal to the number of data points used, N.
