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渐消记忆法指数权ρ值的在线估计

ON-LINE ESTIMATION OF THE VALUE P OF EXPONENT WEIGHT OF FADE-AWAY MEMORY

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【作者】 赵忠诚

【Author】 Zhao Zhongcheng (Wuban Institute of Iron and Steel Technology)

【机构】 武汉钢铁学院

【摘要】 本文给出了两种在线估计渐消记忆递推最小二乘法指数权ρ值的方法,一种是用0.618法借用限定记忆的思想,实现在线逐次地或阶段性地修正ρ值;另一种是建立ρ值递推公式。这两种方法都用现场实测数据在计算机上进行了递推预报。

【Abstract】 Two methods for on-line estimation of the value P of exponent weight of fade-away memory recursive least square method have been given in this paper. One is the 0.618 method, which achieves on-line correction of value p step by step or stage by stage with the idea of limit memory. The other is to establish recursion formula of value P. By means of both methods above, the recursive forecast has been carried out in computer with measured data on the spot.

  • 【文献出处】 冶金自动化 ,Metallurgical Industry Automation , 编辑部邮箱 ,1987年02期
  • 【被引频次】1
  • 【下载频次】37
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