一种新的辅助变量法--重复实验辅助变量法
A New Instrumental Variable Method--The Test Repeat Instrumental Variable Method
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摘要: 本文提出了一种新的辅助变量(IV)法--重复实验辅助变量(TRIV,Test-Repeat IV) 法.这种方法不但适用于闭环系统辨识,而且具有精度高、速度快、算法简单及易于判阶等优 点.在理论上分析了这种方法的一致性,并通过Monte Carl1o仿真实验证实了这种方法的有 效性.Abstract: In this paper, a new instrumental variable (IV) method--the Test Repeat IV (TRIV) method is put forth. This method is applicable to the identification of closed-loop systems. And it is accurate, rapid, simple in algorithm, easy in order determination. Its consistency problem is analyzed and its validity is testified by Monte Carlo simulation experiments.
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