变量带误差系统的递推辨识：从线性到非线性系统

doi:10.12341/jssms11939

系统科学与数学 ›› 2012, Vol. 32 ›› Issue (10): 1180-1192.DOI: 10.12341/jssms11939

变量带误差系统的递推辨识：从线性到非线性系统

陈翰馥，牟必强

中国科学院数学与系统科学研究院系统科学研究所系统控制重点实验室, 北京100190

出版日期:2012-10-25 发布日期:2012-11-26

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陈翰馥，牟必强. 变量带误差系统的递推辨识：从线性到非线性系统[J]. 系统科学与数学, 2012, 32(10): 1180-1192.

CHEN Han-Fu, MU Biqiang. RECURSIVE IDENTIFICATION FOR ERRORS-IN-VARIABLES SYSTEMS: FROM LINEAR TO NONLINEAR SYSTEMS[J]. Journal of Systems Science and Mathematical Sciences, 2012, 32(10): 1180-1192.

RECURSIVE IDENTIFICATION FOR ERRORS-IN-VARIABLES SYSTEMS: FROM LINEAR TO NONLINEAR SYSTEMS

CHEN Han-Fu, MU Biqiang

Key Laboratory of Systems and Control, Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190

Online:2012-10-25 Published:2012-11-26

介绍变量带误差(EIV)系统的递推辨识方法.在引言中扼要介绍了EIV系统辨识的现状后,分别对多变量线性EIV系统及EIV Hammerstein 系统给出了递推辨识算法,并给出条件使这些估计以概率1收敛到真值.最后提出了一些值得进一步研究的问题.

The recursive identification methods for errors-in-variables (EIV) systems are described in the paper. After briefly introducing the current status of dentification for EIV systems, the recursive identification algorithms for the multivariate linear EIV system as well as for the EIV Hammerstein system are presented. The conditions guaranteeing the strong consistency of the estimates given by the algorithms are demonstrated. Finally, some remarks on problems for future research are pointed out.

MR(2010)主题分类:

93B30
93E12

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[1]	陈曦，方海涛. 非线性块结构系统辨识的辅助变量方法[J]. 系统科学与数学, 2013, 33(4): 398-411.

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