引用本文:王佳,王宏伟,顾宏.基于目标函数的递推子空间辨识算法[J].控制理论与应用,2012,29(4):503~506.[点击复制]
WANG Jia,WANG Hong-wei,GU Hong.Recursive subspace identification algorithm based on objective function[J].Control Theory and Technology,2012,29(4):503~506.[点击复制]
基于目标函数的递推子空间辨识算法
Recursive subspace identification algorithm based on objective function
摘要点击 2601  全文点击 2643  投稿时间：2010-11-26  修订日期：2011-08-20
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DOI编号  10.7641/j.issn.1000-8152.2012.4.CCTA101361
  2012,29(4):503-506
中文关键词  子空间辨识  递推算法  目标函数  递推最小二乘法
英文关键词  subspace identification  recursive algorithm  the objective function  recursive least square method(RLS)
基金项目  
作者单位E-mail
王佳* 大连理工大学 控制科学与工程学院 jiawang@mail.dlut.edu.cn 
王宏伟 大连理工大学 控制科学与工程学院  
顾宏 大连理工大学 控制科学与工程学院  
中文摘要
      针对实际工程中要求对系统参数进行在线估计的问题, 提出一种递推子空间辨识的新方法. 通过引入辅助变量关系将递推子空间辨识问题转化为目标函数的迭代最小化问题. 采用递推最小二乘算法在线估计参数并由传播方法得到更新的广义能观性矩阵, 进而求得子空间辨识模型系统参数. 该算法简单有效且对初值具有鲁棒性. 最后, 通过仿真实例验证算法的有效性.
英文摘要
      We propose a new recursive subspace identification algorithm for online estimating the system parameters in practical engineering. By introducing the instrumental variable, we convert this problem into a recursive minimization problem of an objective function. The recursive least square algorithm is employed to estimate the parameters, then the propagator method is developed to update the extended observability matrix; and the system matrices are finally computed. The proposed method is simple and effective and is improved to be robust to the uncertainty in initial values. The efficiency of this method is illustrated with a simulation example.