引用本文:刘整社.时变参数的一种快速跟踪最小二乘估计方法[J].控制理论与应用,1995,12(2):260~264.[点击复制]
LIU Zhengshe.A Least Squares Method for the Parameter Estimation of Quickly Varying Systems[J].Control Theory and Technology,1995,12(2):260~264.[点击复制]
时变参数的一种快速跟踪最小二乘估计方法
A Least Squares Method for the Parameter Estimation of Quickly Varying Systems
摘要点击 1110  全文点击 488  投稿时间:1993-07-27  修订日期:1994-05-23
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DOI编号  
  1995,12(2):260-264
中文关键词  时变系统  参数估计  最小二乘法
英文关键词  time- varying system  parameter estimation  least squares method
基金项目  
作者单位
刘整社 北京航空航天大学自动控制系 
中文摘要
      给出时变参数的一种快速跟踪最小二乘估计方法。该方法对测量数据同时引入指数加权因子和矩形窗,综合了渐消记忆法和限定记忆法的优点。利用抗病态的正交变换法求解估计值,以减小权固子和窗长度,提高了估计值的跟踪速度。
英文摘要
      A least squares method for the parameter estimation of quickly systems is proposed. The forgetting factor and the rectangular window are simultaneously introduced in the method so that the benefits of both methods are utilized. In order to solve the problem of ill-condition where the little forgetting factor and the window length are chosen to follow the tracks of varying parameter quickly, an orthogonal transformation method is used.