动态调节模型的三阶段最小二乘辨识方法
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摘要
针对动态调节模型提出一种三阶段最小二乘辨识方法.先将模型变换为CARMA模型,估计出变换后的CARMA模型参数,再利用已得到的参数估计依次辨识原模型中的系统模型参数和噪声模型参数.该方法原理简单,有效可行.
A three-stage least squares identification algorithm is proposed for a dynamical adjusting model.At first,the dynamical adjusting model is transformed into a CAR model,and the parameters of the new CAR model are estimated,and then the system model parameters and noise model parameters are identified by using the estimated parameters of the new CAR model,respectively.The proposed method is simple in principle and effective in results.
A three-stage least squares identification algorithm is proposed for a dynamical adjusting model.At first,the dynamical adjusting model is transformed into a CAR model,and the parameters of the new CAR model are estimated,and then the system model parameters and noise model parameters are identified by using the estimated parameters of the new CAR model,respectively.The proposed method is simple in principle and effective in results.
引文
[1]谢新民,丁锋.自适应控制系统[M].北京:清华大学出版社,2002XIE Xinmin,DING Feng.Adaptive control systems[M].Beijing:Tsinghua University Press,2002
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[3]Wang D Q,Ding F.Input-output data filtering based re-cursive least squares identification for CARARMA sys-tems[J].Digital Signal Processing,2010,20(4):991-999
[4]刘景璠,朱志芳,于丽,等.动态调节模型的多新息广义随机梯度算法[J].科学技术与工程,2009,9(5):1281-1283LIU Jingfan,ZHU Zhifang,YU Li,et al.Multi-innovation generalized stochastic gradient algorithms for dynamical adjusting models[J].Science Technology and Engineer-ing,2009,9(5):1281-1283
[5]陈晓伟,丁锋.动态调节模型的最小二乘迭代辨识方法[J].科学技术与工程,2007,7(23):5994-5997CHEN Xiaowei,DING Feng.Least-squares-iterative iden-tification methods for dynamical adjusting models[J].Science Technology and Engineering,2007,7(23):5994-5997
[6]王金海,丁锋.CARMA模型离线最小二乘迭代辨识方法[J].系统工程与电子技术,2007,7(23):1671-1819WANG Jinhai,DING Feng.Least-squares-iterative identi-fication algorithms for CARMA models[J].Journal of Systems Engineering and Electronics,2007,7(23):1671-1819
[7]Ding F,Liu P X,Liu G J.Gradient based and least-squares based iterative identification methods for OE and OEMA systems[J].Digital Signal Processing,2010,20(3):664-677
[8]岳娜,肖永松.非线性动态调节模型的滤波式递推辨识算法[J].科技通报,2010,26(5):704-707YUE Na,XIAO Yongsong.Recursive identification algo-rithm based on data filtering for Hammerstein-CARARmodels[J].Bulletin of Science and Technology,2010,26(5):704-707
[9]丁锋.系统辨识(1):辨识导论[J].南京信息工程大学学报:自然科学版,2011,3(1):1-22DING Feng.System identification.Part A:Introduction to the identification[J].Journal of Nanjing University of In-formation Science and Technology:Natural Science Edi-tion,2011,3(1):1-22
[10]丁锋.系统辨识(2):系统描述的基本模型[J].南京信息工程大学学报:自然科学版,2011,3(2):97-117DING Feng.System identification.Part B:Basic models for system description[J].Journal of Nanjing University of Information Science and Technology:Natural Science Edition,2011,3(2):97-117
[11]丁锋.系统辨识(3):辨识精度与辨识基本问题[J].南京信息工程大学学报:自然科学版,2011,3(3):193-226DING Feng.System identification.Part C:Identification accuracy and basic problems[J].Journal of Nanjing Uni-versity of Information Science and Technology:Natural Science Edition,2011,3(3):193-226
[12]丁锋.系统辨识(4):辅助模型辨识思想与方法[J].南京信息工程大学学报:自然科学版,2011,3(4):289-318DING Feng.System identification.Part D:Auxiliary mod-el identification idea and methods[J].Journal of Nanjing University of Information Science&Technology:Natural Science Edition,2011,3(4):289-318
[13]丁锋.系统辨识(5):迭代搜索原理与辨识方法[J].南京信息工程大学学报:自然科学版,2011,3(6):481-510DING Feng.System identification.Part E:Iterative search principle and identification methods[J].Journal of Nan-jing University of Information Science and Technology:Natural Science Edition,2011,3(6):481-510
[14]丁锋.系统辨识(6):多新息辨识理论与方法[J].南京信息工程大学学报:自然科学版,2012,4(1):1-28DING Feng.System identification.Part F:Multi-innova-tion identification theory and methods[J].Journal of Nanjing University of Information Science&Technology:Natural Science Edition,2012,4(1):1-28
[15]丁锋.系统辨识(7):递阶辨识原理与方法[J].南京信息工程大学学报:自然科学版,2012,4(2):97-124DING Feng.System identification.Part G:Hierarchical i-dentification principle and methods[J].Journal of Nan-jing University of Information Science and Technology:Natural Science Edition,2012,4(2):97-124
[2]丁锋.系统辨识方法论[M].北京:中国电力出版社,2012DING Feng.System identification theory and methods[M].Beijing:China Electric Power Press,2012
[3]Wang D Q,Ding F.Input-output data filtering based re-cursive least squares identification for CARARMA sys-tems[J].Digital Signal Processing,2010,20(4):991-999
[4]刘景璠,朱志芳,于丽,等.动态调节模型的多新息广义随机梯度算法[J].科学技术与工程,2009,9(5):1281-1283LIU Jingfan,ZHU Zhifang,YU Li,et al.Multi-innovation generalized stochastic gradient algorithms for dynamical adjusting models[J].Science Technology and Engineer-ing,2009,9(5):1281-1283
[5]陈晓伟,丁锋.动态调节模型的最小二乘迭代辨识方法[J].科学技术与工程,2007,7(23):5994-5997CHEN Xiaowei,DING Feng.Least-squares-iterative iden-tification methods for dynamical adjusting models[J].Science Technology and Engineering,2007,7(23):5994-5997
[6]王金海,丁锋.CARMA模型离线最小二乘迭代辨识方法[J].系统工程与电子技术,2007,7(23):1671-1819WANG Jinhai,DING Feng.Least-squares-iterative identi-fication algorithms for CARMA models[J].Journal of Systems Engineering and Electronics,2007,7(23):1671-1819
[7]Ding F,Liu P X,Liu G J.Gradient based and least-squares based iterative identification methods for OE and OEMA systems[J].Digital Signal Processing,2010,20(3):664-677
[8]岳娜,肖永松.非线性动态调节模型的滤波式递推辨识算法[J].科技通报,2010,26(5):704-707YUE Na,XIAO Yongsong.Recursive identification algo-rithm based on data filtering for Hammerstein-CARARmodels[J].Bulletin of Science and Technology,2010,26(5):704-707
[9]丁锋.系统辨识(1):辨识导论[J].南京信息工程大学学报:自然科学版,2011,3(1):1-22DING Feng.System identification.Part A:Introduction to the identification[J].Journal of Nanjing University of In-formation Science and Technology:Natural Science Edi-tion,2011,3(1):1-22
[10]丁锋.系统辨识(2):系统描述的基本模型[J].南京信息工程大学学报:自然科学版,2011,3(2):97-117DING Feng.System identification.Part B:Basic models for system description[J].Journal of Nanjing University of Information Science and Technology:Natural Science Edition,2011,3(2):97-117
[11]丁锋.系统辨识(3):辨识精度与辨识基本问题[J].南京信息工程大学学报:自然科学版,2011,3(3):193-226DING Feng.System identification.Part C:Identification accuracy and basic problems[J].Journal of Nanjing Uni-versity of Information Science and Technology:Natural Science Edition,2011,3(3):193-226
[12]丁锋.系统辨识(4):辅助模型辨识思想与方法[J].南京信息工程大学学报:自然科学版,2011,3(4):289-318DING Feng.System identification.Part D:Auxiliary mod-el identification idea and methods[J].Journal of Nanjing University of Information Science&Technology:Natural Science Edition,2011,3(4):289-318
[13]丁锋.系统辨识(5):迭代搜索原理与辨识方法[J].南京信息工程大学学报:自然科学版,2011,3(6):481-510DING Feng.System identification.Part E:Iterative search principle and identification methods[J].Journal of Nan-jing University of Information Science and Technology:Natural Science Edition,2011,3(6):481-510
[14]丁锋.系统辨识(6):多新息辨识理论与方法[J].南京信息工程大学学报:自然科学版,2012,4(1):1-28DING Feng.System identification.Part F:Multi-innova-tion identification theory and methods[J].Journal of Nanjing University of Information Science&Technology:Natural Science Edition,2012,4(1):1-28
[15]丁锋.系统辨识(7):递阶辨识原理与方法[J].南京信息工程大学学报:自然科学版,2012,4(2):97-124DING Feng.System identification.Part G:Hierarchical i-dentification principle and methods[J].Journal of Nan-jing University of Information Science and Technology:Natural Science Edition,2012,4(2):97-124