| 引用本文: | 宋文忠 ,徐嗣鑫.多变量线性系统结构和参数辨识的递推最小二乘法[J].控制理论与应用,1984,1(4):64~73.[点击复制] |
| Song Wenzhong，Xu Sixin.RECURSIVE LEAST SQUARES ALGORITHM FOR STRUCTURAL AND PARAMETRIC IDENTIFICATION OF MULTIVARIABLE SYSTEMS[J].Control Theory & Applications,1984,1(4):64~73.[点击复制] |
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| 多变量线性系统结构和参数辨识的递推最小二乘法 |
| RECURSIVE LEAST SQUARES ALGORITHM FOR STRUCTURAL AND PARAMETRIC IDENTIFICATION OF MULTIVARIABLE SYSTEMS |
| 摘要点击 1638 全文点击 677 投稿时间：1983-04-10 修订日期：1983-09-03 |
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| DOI编号 |
| 1984,1(4):64-73 |
| 中文关键词 |
| 英文关键词 |
| 基金项目 |
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| 中文摘要 |
| 本文研究多变量线性系统的结果和参数辨识，利用解不定对称系数方程组的方法，导出了搜索系统结构特征值的最小二乘递推算法。并提出了一个判断系统结构的新准则——系统特征方程系数符号检验法，把两者结合在一起，构成了完整的多变量系统结构和参数辨识的递推最小二乘法，并给出了仿真例子。
本方法也可作为最小二乘的各种改进算法（如广义最小二乘法等）的基础。 |
| 英文摘要 |
| This paper deals with the structural and parametric identification of multivariable systems. A new recursive least squares algorithm to search for system structural parameters using the solution of undetermined linear equations with symmetric coefficients, and a criterion to test the system structure using the signs of coefficients of the system characteristics equation are developed. A simulated example is given.
This recursive algorithm is also applicable to various modified least squares methods, such as the extended least squares method etc.. |