| 输出误差系统的多新息辨识方法 |
| |
| 引用本文： | 丁锋.输出误差系统的多新息辨识方法[J].南京气象学院学报,2015,7(6):481-503. |
| |
| 作者姓名： | 丁锋 |
| |
| 作者单位： | 江南大学物联网工程学院, 无锡, 214122;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 |
| |
| 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"111计划"(B12018) |
| |
| 摘 要： | 研究了输出误差(OE)系统和输出误差自回归滑动平均(OEARMA)系统(即Box-Jenkins系统)的辅助模型随机梯度算法、辅助模型多新息随机梯度算法、辅助模型递推最小二乘算法、辅助模型多新息最小二乘算法,输出误差系统的修正辅助模型随机梯度算法、遗忘因子辅助模型随机梯度算法、变递推间隔辅助模型随机梯度算法、变递推间隔辅助模型多新息随机梯度算法、变递推间隔辅助模型递推最小二乘算法等,以及输出误差自回归(OEAR)系统的基于滤波的辅助模型多新息广义随机梯度算法和基于滤波的辅助模型多新息广义最小二乘算法.
|
| 关 键 词： | 参数估计 递推辨识 梯度搜索 最小二乘 滤波 分解 辅助模型辨识思想 多新息辨识理论 递阶辨识原理 输出误差系统 线性系统 |
| 收稿时间： | 2015/9/20 0:00:00 |
Multi-innovation identification methods for output-error systems |
| |
| DING Feng.Multi-innovation identification methods for output-error systems[J].Journal of Nanjing Institute of Meteorology,2015,7(6):481-503. |
| |
| Authors: | DING Feng |
| |
| Institution: | School of Internet of Things Engineering, Jiangnan University, Wuxi 214122;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 |
| |
| Abstract: | This paper studies the auxiliary model based stochastic gradient(AM-SG) algorithm,the auxiliary model based multi-innovation stochastic gradient(AM-MISG) algorithm,the auxiliary model based recursive least squares(AM-RLS) algorithm and the auxiliary model based multi-innovation least squares algorithm for output-error systems and output-error autoregressive moving average(OEARMA) systems(namely,Box-Jenkins systems),the modified AM-SG algorithm,the forgetting factor AM-SG algorithm,the interval-varying AM-SG algorithm,the interval-varying AM-MISG algorithm and the interval-varying AM-RLS algorithm for output-error systems,and presents the filtering based auxiliary model generalized stochastic gradient algorithm and the filtering based multi-innovation generalized least squares algorithm for output-error autoregressive systems(namely,OEAR systems). |
| |
| Keywords: | parameter estimation recursive identification gradient search least squares filtering decomposition auxiliary model identification idea multi-innovation identification theory hierarchical identification principle output-error system linear system |
|
| 点击此处可从《南京气象学院学报》浏览原始摘要信息 |
| 点击此处可从《南京气象学院学报》下载免费的PDF全文 |
