随机多变量系统的结构与参数不变量辨识
Identification of Structure and Parameter Invariants for Multivariable Stochastic Linear Systems
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摘要: 引入多变量系统Markov参数矩阵相关分析下的最优输入设计向量,得到Markov 参数矩阵估汁.在此基础上,推导出有色噪声干扰下多变量线性系统Kronecker结构不变量 与参数不变量的递推辨识算法.Abstract: Firstly, this paper introduces the optimal input vector for identifying Markov parameter matrices of multivariable linear systems with correlation analysis method. Based on all of the estimated Markov parameters, then, a recursive algorithm is derived for identifying the Kronecker invariants and parameter invariants of multivariable linear systems in the presence of colored noises.
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