相关扰动下连续系统的连续时间ELS辨识的数值实现
Numerical Realization of the Continuous-Time ELS Identification for Continuous Systems with Correlative Disturbances
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摘要: 回顾了连续相关扰动下随机连续系统的连续时间ELS(增广最小二乘)辨识法,并 基于数值积分和常微分方程数值解的欧拉(Euler)法和龙格-库塔法(Runge-Kutta),给出了 连续时间ELS的两种数值实现方法和仿真结果.Abstract: Firstly, the continuous-time ELS identificaiton method for stochastic continuous systems with correlative disturbances are reviewed. Then two numerical realization methods for the ELS method and their simulation results are given based on the numerical integral, and Euler method and Runge-Kutta method for ordinary differential equations.
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