引用本文:谭洪舟,毛宗源.基于高阶统计特性的非高斯AR模型的阶次辨识[J].控制理论与应用,2000,17(2):281~285.[点击复制]
TAN Hong-zhou,MAO Zong-yuan.Order Identification of Non Gaussian AR Models Based on Higher Order Statistics[J].Control Theory and Technology,2000,17(2):281~285.[点击复制]
基于高阶统计特性的非高斯AR模型的阶次辨识
Order Identification of Non Gaussian AR Models Based on Higher Order Statistics
摘要点击 1402  全文点击 672  投稿时间：1996-06-05  修订日期：1998-05-15
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DOI编号  
  2000,17(2):281-285
中文关键词  随机系统  AR模型  三阶累积量  系统阶次辨识
英文关键词  stochastic systems  AR models  third order cumulants  system order identification
基金项目  广东省自然科学基金(960304)资助.
作者单位
谭洪舟 华南理工大学 自动控制工程系, 广州 510640 
毛宗源 华南理工大学 自动控制工程系, 广州 510640 
中文摘要
      提出一种基于输入输出信号的三阶累积量 (third ordercumulants)对非高斯AR模型阶次p进行辨识的新算法. 该算法依模型阶次递推, 通过求解代价函数J(^p) 的首次最小值, 确定AR模型的阶次估计值 ^p. 理论分析和仿真结果均显示, 该算法具有良好的收敛性和精确性.
英文摘要
      An order recursive algorithm for determining the order \$p\$ of non Gaussian AR models based on the third order cumulants is suggested in this paper. The order estimates  of AR models can be selected by achieving the first minimum point of a well defined cost function J().Theoretical analyses and simulation results illustrate that the proposed algorthm, which has a strong convergence behaviour,is accurate and simple.