摘要
针对参数辨识中最小二乘法(LS)存在的缺点,讨论了一种用迭代的松弛算法对最小二乘辨识的改进方法-广义最小二乘(GLS)辨识,并介绍了其基于Matlab的仿真和分析方法。首先简述参数辨识的概念、最小二乘法辨识存在的主要缺点和广义最小二乘法的基本原理,之后简要介绍了Matlab系统辨识工具箱及其中参数辨识的实现方法,最后结合实例给出相应的仿真程序及其结果分析,仿真结果表明:该方法辨识精度高,明显优于最小二乘辨识。
In view of the shortcomings of LS in parameter identification, GLS identification is discussed, which is a new method improved on LS identification by using a kind of iterative flab algorithm. The method of simulation and analysis of parameter identification using GLS based on Matlab is also presented. Firstly, the paper introduces the concept of parameter identification, the primary shortcomings of LS identification and the basic principle of GLS. Secondly, it introduces the Matlab system identification toolbox and the realization method of parameter identification in it. Finally, according to a given example, the emulator and results are analyzed. The result indicates that the method is accurate and superior to LS identification apparently.
出处
《计算机与数字工程》
2009年第8期173-175,共3页
Computer & Digital Engineering
关键词
参数辨识
广义最小二乘
仿真
parameter identification, GLS, simulation
