一种非递推系统辨识算法的探讨
On A New"One Shot"Identification Algorithm
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摘要: 本文提出一种称为"信息压缩阵"的新的辨识算法,可用于最小二乘类非递推的辨识.由 于这种算法能够同时给出参数的估计值和损失函数,所以计算量小于其它算法.仿真实例表 明,这种辨识算法的性能满足要求.Abstract: A new identification algorithm named "Information-Compression-Matrix" is presented in this paper. It can be applied to the "one shot" identification technique based on the least squares identification. Because the new algorithm is able to give us estimations of the parameters and loss functions simultaneously, its computing time is less than that of other algorithms. And some simulation examples have shown that the performance is quite satisfactory.
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