| 辨识方法的计算效率(3):信息向量耦合算法 |
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| 引用本文： | 丁锋.辨识方法的计算效率(3):信息向量耦合算法[J].南京气象学院学报,2012,4(6):481-495. |
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| 作者姓名： | 丁锋 |
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| 作者单位： | 江南大学 物联网工程学院,无锡,21412;江南大学 控制科学与工程研究中心,无锡,214122;江南大学 教育部轻工过程先进控制重点实验室,无锡,214122 |
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| 基金项目： | 国家自然科学基金(61273194);江苏省自然科学基金(BK2012549);高等学校学科创新引智计划(B12018) |
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| 摘 要： | 简单讨论了行列式、矩阵逆和块矩阵逆的计算量;研究了信息向量耦合型多变量系统的子系统递推最小二乘辨识方法,给出了计算量小的联合递推最小二乘辨识算法;研究了部分信息向量耦合型多变量系统的子系统最小二乘辨识算法,提出了计算量小的基于块矩阵求逆的最小二乘辨识算法;给出了部分信息向量耦合型多变量系统的子系统递推最小二乘辨识算法,提出和推导了基于辨识模型分解的递推最小二乘辨识算法,并分别讨论了提出算法的计算量.
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| 关 键 词： | 递推辨识 迭代辨识 参数估计 FIR模型 方程误差模型 CAR模型 CARMA模型 CARAR模型 CARARMA模型 输出误差模型 OEMA模型 OEAR模型 辅助模型辨识 多新息辨识 递阶辨识 耦合辨识 |
| 收稿时间： | 2012/11/15 0:00:00 |
Computational efficiency of the identification methods.Part C: Coupled information vector algorithms |
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| DING Feng.Computational efficiency of the identification methods.Part C: Coupled information vector algorithms[J].Journal of Nanjing Institute of Meteorology,2012,4(6):481-495. |
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| Authors: | DING Feng |
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| Institution: | School of Internet of Things Engineering,Jiangnan University,Wuxi 21412;Control Science and Engineering Research Center,Jiangnan University,Wuxi 214122;Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education),Jiangnan University,Wuxi 214122 |
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| Abstract: | This paper discusses the computational efficiency of the determinant,the matrix inversion and the block matrix inversion.For the multivariable systems with coupled information vectors,we study the subsystem recursive least squares (RLS) identification algorithm and the joint RLS identification agorithm with less computation are studied.For the multivariable systems the partially coupled information vectors,the subsystem least squares identification algorithm and the block matrix inversion based least squares identification algorithm are presented and the subsystem RLS identification algorithm and the identification model decomposition based RLS identification algorithm are proposed.Finally,the comptutational efficiency of the proposed algorithms is analyzed. |
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| Keywords: | recursive identification iterative identification parameter estimation FIR model equation error model CAR model CARMA model CARAR model CARARMA model output error model OEMA model OEAR model auxiliary model identification multi-innovation identification hierarchical identification coupled identification |
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