引用本文:胡德文,万百五.ARMAX 模型全结构辨识——偏倚校正递推算法[J].控制理论与应用,1991,8(1):74~81.[点击复制]
Hu Dewen,Wan Baiwu.Full Structure Identification of ARMAX Model with Bias Compensation —— a Recursive Algorithm[J].Control Theory and Technology,1991,8(1):74~81.[点击复制]
ARMAX 模型全结构辨识——偏倚校正递推算法
Full Structure Identification of ARMAX Model with Bias Compensation —— a Recursive Algorithm
摘要点击 1581  全文点击 490  投稿时间:1989-05-16  修订日期:1990-01-15
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DOI编号  
  1991,8(1):74-81
中文关键词  系统辨识  建模  参数估计
英文关键词  system identification  modelling  parameter estimation
基金项目  
作者单位
胡德文,万百五 国防科技大学自控系 
中文摘要
      文献[1]提出了ARMAX模型控制部分结构辨识的七步递推算法。本文以此为基础,进一步提出控制部分参数及阶次辨识的偏倚校正算法。同时利用输入信号的特有性质,得到观测噪声自相关函数估计的简单公式,以此得到AR型噪声模型的阶次与参数。本算法共分十步,具有运算速度快、辨识精度高的特点。文中最后给出了仿真结果。
英文摘要
      It has been suggested that a seven—step algorithm for identifying the structure of control part of ARAMX model in [1]. In this paper, a bias compensation algorithm with ten steps is suggested for identifying the orders and the parameters of control part, the autocorrelation functions of noise part, and AR noise model. This algorithm is of less computation and higher precision. Some simulation results are suggested in this paper.