Parameter Estimation of Low Pass Filter Using Stochastic Modelling

This paper presents the parameter estimation of second order resistor-capacitor (RC) low pass filter (LPF) circuit by modeling the ordinary differential equation (ODE) into stochastic differential equations and using recursive least squares (RLS) method. In this work, at first, deterministic model of RC low pass circuit has been derived. Then, this model is converted into stochastic model by adding white Gaussian noise to input source and circuit elements. Thereafter, RLS method has been used for output voltage estimation. MATLAB simulation results show that estimated output of RC circuit gives approximately same output as PSPICE simulated output (actual output). Further, we calculated signal to noise ratio (SNR) for each case when circuit elements and input source are affected by zero mean white Gaussian noise.