闭环系统辨识的偏差最小二乘法
Bias-Compensated Least-Squares Method for Identification of Closed-Loop Systems
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摘要: 研究有色噪声扰动下反馈未知的闭环系统的无偏辨识问题,提出了一种偏差补偿最 小二乘法.应用这种方法,在噪声未建模的情况下,即可获得前向通道中对象模型和反馈通道 中控制器模型参数的渐近无偏估计.Abstract: This paper studies the problem of indentifying closed-loop systems in the presence of colored noises. A bias-compensated least-squares method is developed, which is able to estimate consistently the transfer function of the plant and controller in the closed-loop system, even if the models of the noises are not known
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Key words:
- Consistent estimation /
- least-squares method /
- closed-loop identification
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