| 基于脉冲响应数据的ARMA法建模以及模态参数识别 |
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| 引用本文： | 郭永刚,许亮华,水小平. 基于脉冲响应数据的ARMA法建模以及模态参数识别[J]. 地震工程与工程振动, 2006, 26(5): 167-171 |
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| 作者姓名： | 郭永刚 许亮华 水小平 |
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| 作者单位： | 中国水利水电科学研究院,北京,100044;北京理工大学,理学院,北京,100081 |
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| 摘 要： | 本文提出了基于脉冲响应数据的ARMA法建模以及模态参数识别的新方法。该方法利用单位脉冲响应函数与ARMA模型G reen函数等价的特点,通过脉冲响应函数来估计系统响应的自相关系数,然后建立推广的Yu le-W alker方程以求得ARMA模型自回归系数并进行参数识别。最后通过算例,对一个模拟系统进行了参数识别,对采样频率、识别精度、模型阶数之间的影响规律进行了分析。
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| 关 键 词： | 时间序列 ARMA模型 模态参数 脉冲响应 系统辨识 |
| 文章编号： | 1000-1301（2006）05-0167-05 |
| 收稿时间： | 2006-03-17 |
| 修稿时间： | 2006-03-172006-06-22 |
ARMA model building and system identification by using impulse time response |
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| Guo Yonggang,Xu Lianghua,Shui Xiaoping. ARMA model building and system identification by using impulse time response[J]. Earthquake Engineering and Engineering Vibration, 2006, 26(5): 167-171 |
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| Authors: | Guo Yonggang Xu Lianghua Shui Xiaoping |
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| Affiliation: | 1. China Institute of Water Resources and Hydropower Research, Beijing 100044, China; 2. School of Mechanics, Beijing University of Technology, Beijing 100081, China |
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| Abstract: | In this paper,a new method of ARMA model building and system identification by using impulse time response is suggested.In the new method,the equivalence of Green function in ARMA model with the system'[KG-*4]s response function of impulse is considered.The auto-correlation coefficient of the system is estimated according to the system's impulse response function.An extended Yule-Walker equation is established to compute the auto-regressive coefficient of ARMA model and estimate the system model parameters.The results show that the new method is effective.In the end of paper,the effect of simple frequency and rank of model on the accuracy of results is discussed. |
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| Keywords: | time series ARMA model model parameter impulse response system identification |
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