引用本文:高江,戴冠中.非高斯系统的建模方法研究*[J].控制理论与应用,1997,14(6):803~808.[点击复制]
GAO Jiang,DAI Guanzhong.On the Modeling of Non-Gaussian Systems[J].Control Theory and Technology,1997,14(6):803~808.[点击复制]
非高斯系统的建模方法研究*
On the Modeling of Non-Gaussian Systems
摘要点击 767  全文点击 366  投稿时间:1995-11-27  修订日期:1996-10-14
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DOI编号  
  1997,14(6):803-808
中文关键词  系统建模  高阶统计信息  似然函数  非高斯系统
英文关键词  system identification  higher-order statistics  likelihood function  non-Gaussian system
基金项目  
作者单位
高江,戴冠中 西安交通大学系统工程研究所 
中文摘要
      近年来,高阶统计信息理论广泛应用于非高斯系统的建模问题中,由于高阶统计信息方法特殊的信息结构,难以充分利用具体问题中的统计分布信息,从而对该方法的应用效果产生了影响。针对这一问题,本文提出一种综合应用刘阶统计信息理论与非高斯系统的似然函数指标的建模的方法,为在非高斯系统建模系统建模问题中充分利用问题所提供的统计信息提供了新的途径,仿真研究和应用取得了令人满意的效果.
英文摘要
      Higher-order statistics methods are widely used in the modelling of non-Gaussian systems inrecent years. Due to the specific information structure in the HOS methods,the statistical distribution information of the specific problems in applications can't be fully used. This problem has limited the application of HOS theory. To overcome this difficulty,a new method based on HOS and the maximum-likelihood index of the interested system is proposed in this paper. This provides a method to utilize the specific information in applications. Satisfactory results are obtained in simulations and applications.