| 引用本文: | 丁 锋，谢新民.线性多变量系统的联合辨识算法[J].控制理论与应用,1992,9(5):545~550.[点击复制] |
| DING Feng and XIE Xinmin.Combined Identification Algorithm for Linear Multivariable Systems[J].Control Theory and Technology,1992,9(5):545~550.[点击复制] |
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| 线性多变量系统的联合辨识算法 |
| Combined Identification Algorithm for Linear Multivariable Systems |
| 摘要点击 1028 全文点击 445 投稿时间：1991-02-09 修订日期：1991-11-04 |
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| DOI编号 |
| 1992,9(5):545-550 |
| 中文关键词 多变量系统 参数估计 广义增广最小二乘 联合辨识算法 |
| 英文关键词 multivariable system parameter estimation generalized extended least squares combined identitication algorithm |
| 基金项目 |
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| 中文摘要 |
| 本文提出了同时估计线性多变量系统所有参数的联合辨识算法（CIA），并用随机过程理论分析了算法的收敛性。与子系统辨识算法（SSIA）相比，CIA的计算量要小得多。各输出间存在相互作用噪声时的辨识问题通过使用递推广义增广最小二乘法（RGELS）得到解决。数字仿真结果表明了CIA的有效性。 |
| 英文摘要 |
| In this paper, the combined identification algorithm (CIA) for linear multivariable systems is presented which can simultaneously estimate all parameters of the whole system. The convergence of CIA is analyzed by means of stochastic process theory. The problem of identification in the presence of interactive noises at different outputs is solved by using the recursive generalized extended least-squares method. Compared with subsystem identification algorithm, CIA has much less amount of the calculation. The simulation examples are included. |