估计传递函数参数的误差校正法*

Error-correction Algorithm for Estimating Transfer Function Parameters

中文关键词  参数估计  传递函数  误差校正

英文关键词  parameter estimation  transfer function  error-correction

中文摘要

      本文提出一种称为误差校正法的估计传递函数参数的方法。建立了目标函数与传递函数参数及其最小二乘估值偏差间的函数关系，在完成最小二乘估计的基础上，通过连续修正，使传递函数估值精度得到提高。算例表明，该法比普通最小二乘法和广义最小二乘法的精度高，而且，比广义最小二乘法收敛得快。

英文摘要

      This paper presents an algorithm which is called error-correction method for estimating the parameters of system transfer function. The relation between cost function and transfer function parameters and their estimation errors is defined at first. Then the formula of the errors of estimated parameters is deduced with least squares estimation. The estimation precision of transfer function parameters can be improved by successive correction. A computational example indicates that the error-correction method is better that LS methods and GLS method as far as the precision of estimation is concerned. Moreover, its convergence rate is obviously higher than that of GLS method.