A recursive algorithm for the two-stage empirical frequency-domain optimal parameter （EFOP） estimation method was proposed. The EFOP method was a novel system identification method for Black-box models that combines...A recursive algorithm for the two-stage empirical frequency-domain optimal parameter （EFOP） estimation method was proposed. The EFOP method was a novel system identification method for Black-box models that combines time-domain estimation and frequency-domain estimation. It has improved anti-disturbance performance, and could precisely identify models with fewer sample numbers. The two- stage EFOP method based on the boot-strap technique was generally suitable for Black-box models, but it was an iterative method and takes too much computation work so that it did not work well online. A recursive algorithm was proposed for dis- turbed stochastic systems. Some simulation examples are included to demonstrate the validity of the new method.展开更多
基金Supported by the National Key Basic Research and Development Project(Grant No.2004CB719400)the National Natural Science Foundation of China(Grant Nos.60474026 and 60672110)
文摘A recursive algorithm for the two-stage empirical frequency-domain optimal parameter （EFOP） estimation method was proposed. The EFOP method was a novel system identification method for Black-box models that combines time-domain estimation and frequency-domain estimation. It has improved anti-disturbance performance, and could precisely identify models with fewer sample numbers. The two- stage EFOP method based on the boot-strap technique was generally suitable for Black-box models, but it was an iterative method and takes too much computation work so that it did not work well online. A recursive algorithm was proposed for dis- turbed stochastic systems. Some simulation examples are included to demonstrate the validity of the new method.
