应用最小二乘法辨识闭环系统
Identification of Closed-Loop Systems Using Least-Square Method
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摘要: 研究了有色噪声扰动下闭环系统参数的无偏估计问题.基于偏差补偿最小二乘辨识方法, 提出了一种用于闭环辨识的偏差补偿最小二乘法.这种方法不需要对噪声建模,即可获得闭 环系统前向通道和反馈通道传递函数中参数的渐近无偏估计.Abstract: This paper studies the problem of unbiasedly estimating the parameters of closed-loop system in the presence of colored noises. A new bias-eliminating least-square method is proposed, which can achieve consistent estimates of transfer function in forward and feedback paths even without the noise models.
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Key words:
- Consistent estimation /
- least-square method /
- closed-loop system
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