| 引用本文: | 顾启泰.具有有色噪声系统辨识的新方法[J].控制理论与应用,1990,7(3):56~62.[点击复制] |
| Gu Qitai.A New Method for System Identification in the Presence of Colored Noise[J].Control Theory and Technology,1990,7(3):56~62.[点击复制] |
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| 具有有色噪声系统辨识的新方法 |
| A New Method for System Identification in the Presence of Colored Noise |
| 摘要点击 717 全文点击 397 投稿时间：1988-12-30 修订日期：1989-09-15 |
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| DOI编号 |
| 1990,7(3):56-62 |
| 中文关键词 系统辨识 参数估计 检验准则 |
| 英文关键词 system identification parameter estimation testing criterion |
| 基金项目 |
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| 中文摘要 |
| 本文讨论有色噪声系统辨识问题。基于残差序列最小自相关原理，提出模型适用性检验准则及其递推算法，用于确定过程和噪声模型的阶次和参数，并取得满意的数字仿真结果。其特点是计算量小、精度高，并且不受噪声阶次p=q条件的限制。 |
| 英文摘要 |
| This paper deals with the problem of system identification in the presence of colored noise. Based on the least-autocorrelation of the residual sequence, a new testing criterion for model fitting and its recursive algorithm are provided to determine the orders and parameters of process and noise model. Some successful results have been obtained in simulation. The advantages of this algorithm are of less computation, high accuracy and no restriction for noise orders p=q. |