摘要
非线性动态系统模型一般可表示为NARMAX模型的形式,本文对此类模型给出了同时确定模型结构和参数的递推新算法,它基于“新息”理论和一些信息准则,借助于矩阵运算的技巧,将新息计算、结构确定和参数估计巧妙地结合起来,因而计算量小,并能确保得到最优的系统描述,最后用仿真例子验证了新算法的有效性。
Multivariable nonlinear dynamic processes can generally be descreibed as the nonlinear ARMAX models. In this paper, we present a new algorithm for model structure determination and parameter estimation of this sort of system. The structure and parameters can be obtained simultaneously and recursively, It is based on the 'innovation' idea and certain information criteria. Using the technique of matrix operation, it is possible to combine innovation calculation with structure determination and parameters estimation. The amount of computation is thus reduced considerably. This procedure assures the optimal system description be obtained. The identification of a simulated system shows the correctness and effectiveness of this new algorithm.
出处
《自动化学报》
EI
CSCD
北大核心
1992年第4期385-392,共8页
Acta Automatica Sinica
基金
国家自然科学基金
天津自然科学基金
关键词
参数估计
非线性系统
Identification
nonlinear ystems
innovation
structure determination
parameter estimation.
