| 引用本文: | 张志涌.辨识VDE结构的白化残差技术[J].控制理论与应用,1988,5(3):13~19.[点击复制] |
| Zhang Zhiyong.Whitening Residual Error Technique to Determine the Structure of VDE[J].Control Theory and Technology,1988,5(3):13~19.[点击复制] |
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| 辨识VDE结构的白化残差技术 |
| Whitening Residual Error Technique to Determine the Structure of VDE |
| 摘要点击 1118 全文点击 494 投稿时间：1987-01-04 修订日期：1988-02-27 |
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| DOI编号 |
| 1988,5(3):13-19 |
| 中文关键词 |
| 英文关键词 |
| 基金项目 |
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| 中文摘要 |
| 用残差法（REM）从噪信比较大的观测数据中确定的结构指数往往偏高。本文利用正交投影技术分析了REM的缺陷后，提出了白化残差法（WREM）。白化残差可借助形成简便的白化投影算子生成。运用白化残差法，不仅可以准确地确定系统结构，而且还可以指示所定结构下模型的性能。 |
| 英文摘要 |
| When the residual-error methods REM are applied to determine the structure indices from the contaminated observations for higher values of the noise-to-signal ratio, the estimated values of the structure indices are often larger than the actual values. After the reason of the drawback of REM is theoretically analysed with the orthogonal projection technique, the whitening residual-error method WREM is proposed. The so-called whitening residual errors WRE can be produced from a whitening projection operator, which is formed easily. Not only will the structure of the system to be identified be determined accurately, but also the performance of the model with this structure will be predicted if the WREM is used. |
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