线性离散多变量系统基于Markov参数阵的递推测辨方法
Recursive Identification Approach to Linear Multivariable Discrete Systems Based on Markovian Parameter Matrices
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摘要: 本文依据系统的输入输出观测数据提出一种线性离散多变量系统递推测辨新方 法.该方法基于系统的脉冲响应阵描述,利用最小二乘法估计系统的Markov参数 阵.在系统存在有色噪声的情况下,本文利用扩充最小二乘法(ELS)对估计算法 进行了有效的修正.Abstract: In this paper a new recursive approach to the identification of linear discrete multivariable systems based on the system input-output observations is presented. Least squares method is utilized to estimate the Markovian parameter matrices of the system described by an impulse response matrix presentation. In case of colored noises the proposed approach is modified efficiently in terms of the Extended Least Squares (ELS) method.
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