| 引用本文: | 黄金峰,张合新,胡友涛,张植.基于有限记忆变遗忘因子的子空间辨识算法[J].控制理论与应用,2012,29(7):893~898.[点击复制] |
| HUANG Jin-feng,ZHANG He-xin,HU You-tao,ZHANG zhi.Subspace identification algorithm based on finite-memory variable forgetting factor[J].Control Theory and Technology,2012,29(7):893~898.[点击复制] |
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| 基于有限记忆变遗忘因子的子空间辨识算法 |
| Subspace identification algorithm based on finite-memory variable forgetting factor |
| 摘要点击 2366 全文点击 1614 投稿时间：2011-02-28 修订日期：2012-01-04 |
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| DOI编号 10.7641/j.issn.1000-8152.2012.7.CCTA110190 |
| 2012,29(7):893-898 |
| 中文关键词 子空间辨识 变遗忘因子 有限记忆 欧氏距离 |
| 英文关键词 subspace identification variable forgetting factor finite-memory Euclidean-distance |
| 基金项目 国家自然科学基金面上资助项目(61074072). |
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| 中文摘要 |
| 针对传统递推子空间辨识算法对时变参数跟踪速度慢的问题, 基于自适应变遗忘因子机制提出一种新的子空间辨识算法. 为此首先设计了变遗忘因子作用下输入输出Hankel矩阵的更新机制; 然后运用系统矩阵特征值空间欧氏距离信息实现变遗忘因子的自适应更新; 最后为隔断历史数据的作用, 采用有限记忆法进一步改进算法. 理论及仿真结果表明, 新算法跟踪速度快、跟踪效果好. |
| 英文摘要 |
| A novel subspace identification algorithm is proposed based on self-adaptive variable forgetting factor to deal with the problem of low convergence rate in traditional algorithms. The update form of input-output data Hankel matrices is redesigned. The self-adaptive forgetting factor is realized with the help of Euclidean-distance of eigenvalues of the identified system matrix. In order to eliminate the effect of old data, a modified algorithm is designed based on the finite-memory method. Theoretical proof and simulation results show that the tracking response of the modified algorithm is faster and the performance is better than the traditional algorithms. |