含ARMA噪声系统模型的参数辨识方法*

A New method to Parameters Identification for System Models with ARMA Noise

中文关键词  系统辨识  RARMA模型

英文关键词  system identification  RARMA model

中文摘要

      实际问题中，大量的动态系统控制问题可归结为含MA，ARMA噪声系统模型的参数辨识问题．本文提出RMA，RARMA两种系统模型参数辨识的一种新方法，主要手段是构造和研究特殊的辅助线性模型．理论分析和实际计算表明，本文方法较传统方法精度有明显提高。

英文摘要

      A lot of actual questions in system model analysis and control can be summed up in parameters identification for system models with ARMA noise. In this Paper，we present a new method to parameters identification for system models with ARMA noise by use of constructing the special assistant linear model. Theory analysis and simulations show that the new method has much better precision than usual methods. Applying this method to an actual system model analysis and prediction，we obtain satisfying results.