非线性系统辨识--GMDH的一种新算法及其应用
An Algorithm and its Applicaton for GMDH--Nonlinear Systems Identification
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摘要: 本文提出了用单向逐步回归方法确定GMDH中最佳部分多项式结构和进行参数估计,并 且给出了递推算法.这种算法避免了原算法[3]中的大量重复运算,对多步预测模型更显出其 优越性.实际应用例子证明了该算法的有效性.Abstract: In this paper a unidirectional stepwise regression algorithm ~s presented to determine the structure of the optimal partial polynomial and estimate parameters in GMDH. In order to avoid intensive iterative computation, a recursion algorithm is proposed. The algorithm is particularly suited to multistep predicted modelling. Application examples have shown its effectiveness.
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Key words:
- Systems identification /
- GMDH:prediction /
- parameter estimation /
- nonlinear systems /
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