引用本文:何建敏 达庆利.线性大系统参数估计的目标补偿协调法[J].控制理论与应用,1995,12(2):154~161.[点击复制]
HE Jianmin and DA Qingli.An Objective Compensated Coordination Approach for Parameter Estimation in Large-Scale Linear Systems[J].Control Theory and Technology,1995,12(2):154~161.[点击复制]
线性大系统参数估计的目标补偿协调法
An Objective Compensated Coordination Approach for Parameter Estimation in Large-Scale Linear Systems
摘要点击 800  全文点击 380  投稿时间:1994-01-21  修订日期:1994-10-24
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DOI编号  
  1995,12(2):154-161
中文关键词  线性大系统  分解-协调  最小二乘估计  目标补偿  递阶优化
英文关键词  large-scale linear systems  decomposition- coordination  least-squares  objective compensated  hierarchical optimization
基金项目  
作者单位
何建敏 达庆利 东南大学经济管理学院 
中文摘要
      为克服线性大系统参数估计问题的维数灾难,本文提出一种目标补偿协调算法。它的主要特点是不用Lagrange乘子作协调变量,而通过对子问题的目标引入补偿项来协调它们,从而简化了协调结构。理论分析和实例计算表明,它的收敛性较好,适宜在多处理机系统上实现,由于整体算法和文献[1]的平行分解算法。
英文摘要
      In order to overcome the so called “dimensional disasters” caused by the parameter estimation problem of a large-scale linear system, an objective compensated coordination approach is proposed in the paper. Its main feature is that the coordination is realised by introducing compensation terms into the subproblems instead of using Lagrangian multiplier as the coordination variable, so the coordination structure is simplified. Theoretical analysis and applied calculation show that its convergence character and calculating time are better and less than those of the parallel decomposition approach proposed in [1] and the whole one.