| 类多变量方程误差类系统的递阶多新息辨识方法 |
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| 引用本文： | 丁锋,王艳娇.类多变量方程误差类系统的递阶多新息辨识方法[J].南京气象学院学报,2014,6(5):385-404. |
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| 作者姓名： | 丁锋 王艳娇 |
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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;江南大学 物联网工程学院, 无锡, 21412 |
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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"111计划"(B12018) |
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| 摘 要： | 根据递阶辨识原理,研究了类多变量方程误差系统和类多变量方程误差ARMA系统递阶随机梯度方法和递阶梯度迭代方法、递阶最小二乘方法和递阶最小二乘迭代方法.进一步利用多新息辨识理论,推导了递阶多新息梯度辨识方法和递阶多新息最小二乘辨识方法.为减小计算量,推导了基于滤波的类多变量方程误差ARMA系统递阶辨识方法和递阶多新息辨识方法.讨论了几个典型辨识算法的计算量,并给出了计算参数估计的步骤.
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| 关 键 词： | 参数估计 递推辨识 梯度搜索 最小二乘搜索 多新息辨识理论 递阶辨识原理 类多变量系统 数据滤波技术 |
| 收稿时间： | 2014/10/5 0:00:00 |
Hierarchical multi-innovation identification methods for multivariable equation-error-like type systems |
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| DING Feng and WANG Yanjiao.Hierarchical multi-innovation identification methods for multivariable equation-error-like type systems[J].Journal of Nanjing Institute of Meteorology,2014,6(5):385-404. |
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| Authors: | DING Feng and WANG Yanjiao |
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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;School of Internet of Things Engineering, Jiangnan University, Wuxi 21412 |
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| Abstract: | According to the hierarchical identification principle,this paper presents the hierarchical stochastic gradient algorithms and the hierarchical gradient based iterative algorithms,the hierarchical least squares algorithms and the hierarchical least squares based iterative algorithms for multivariable equation-error-like systems and multivariable equation-error ARMA-like systems,and further derives the hierarchical multi-innovation gradient algorithms and the hierarchical multi-innovation least squares algorithms.In order to reduce computational burdens,this paper derives the filtering based hierarchical identification algorithms and the filtering based hierarchical multi-innovation identification algorithms for multivariable equation-error ARMA-like systems using the filtering technique. Finally,the computational efficiency and the computational steps of some typical identification algorithms are discussed. |
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| Keywords: | parameter estimation recursive identification gradient search least squares search multi-innovation identification theory hierarchical identification principle multivariable-like system data filtering technique |
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