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两种时变参数估计的自适应递推算法
Two Adaptive Recursive Algorithms for Estimating Time-varying Parameters
【摘要】 本文就参数呈快时变(包括阶跃变化)时系统辨识问题提出了两种在线自适应辨识算法,它们是通过参数时变检验对最小二乘递推算法进行适时校正得来的算法,并通过仿真与其它方法比较,验证了它们的有效性。
【Abstract】 This paper is about two simple adaptive identification algorithms for estimating time-varying parameters ( including abrupt and smooth changes). A parameter variation detector and two kinds of adjustment to the estimate covariance matrix P(k) are proposed to embed in the Recursive Least Squares algorithm(RLS). A number of simulations are carried out to prove their validity and superiority in comparison with some other methods.
【关键词】 系统辨识;
时变参数;
检验方法;
【Key words】 system identification; time-varying parameters; detection technique;
【Key words】 system identification; time-varying parameters; detection technique;
- 【文献出处】 控制理论与应用 ,Control Theory & Applications , 编辑部邮箱 ,1990年01期
- 【被引频次】1
- 【下载频次】87