| 引用本文: | 夏安邦.随机模型的频域分析及辨识[J].控制理论与应用,1984,1(3):104~116.[点击复制] |
| Shia Anbang.ANALYSIS AND IDENTIFICATION OF STOCHASTIC MODELS IN FREQUENCY DOMAIN[J].Control Theory and Technology,1984,1(3):104~116.[点击复制] |
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| 随机模型的频域分析及辨识 |
| ANALYSIS AND IDENTIFICATION OF STOCHASTIC MODELS IN FREQUENCY DOMAIN |
| 摘要点击 1132 全文点击 519 投稿时间：1983-02-25 修订日期：1983-05-23 |
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| DOI编号 |
| 1984,1(3):104-116 |
| 中文关键词 |
| 英文关键词 |
| 基金项目 |
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| 中文摘要 |
| 本文证明了时间域内的平稳相关序列经离散傅立叶变换之后，所得到的是频域内的正交随机序列。因此，当系统的激励信号为确定性信号，而输出信号被平稳相关随机噪声所污染时，根据输入信号、输出信号的采样序列所得到的频率响应函数也是正交随机序列。利用方差的倒数加权进行最小二乘估计，可以得到系统连续模型参数的有效估计值。 |
| 英文摘要 |
| This paper proved that a frequency stochastic sequence obtained from a stationarily correlated time series by using discrete Fourier transform is orthogonal. Hence, if the excitation signal of a system is deterministic and its output is subjected to stationarily correlated random noise, the frequency response in terms of the sampled sequences of the system input and output is also orthogonal. In a weighted least squares estimator with a weighting matrix of the inverse of the variance, the estimate of the model parameters of the continuous system is efficient in the normal case. |
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