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改进的非线性系统最小二乘算法
Modified Nonlinear System Least-Squares Algorithm
【摘要】 本文给出了可以统一处理线性系统,非线性系统参数辨识的改进最小二乘算法,包括批量形式及递推形式,它是文[1,2]中算法的综合及推广,改进了收敛速度,能克服病态,算法简单,易于应用,并且给出了算法的收敛性证明.
【Abstract】 This paper presents a modified nonlinear system least-squares algorithm which can deal with the linear and the nonlinear system parameter identification unitedly,it concludes batch algorithm and recursive algorithm.It is an extension and combination of the results of refernas(1,2), and of higher convergence speed,andalso applicable for the ill-conditioned situations.This algorithm is simple,easy to use,and its’convergences arediscussed,too.
【关键词】 线性系统;
非线性系统;
系统辨识;
收敛性,最小二乘问题;
【Key words】 linear system; nonlinear system; system identification; convergence; least -squares problem;
【Key words】 linear system; nonlinear system; system identification; convergence; least -squares problem;
- 【文献出处】 控制理论与应用 ,CONTROL THEORY & APPLICATIONS , 编辑部邮箱 ,1994年03期
- 【分类号】TP271
- 【被引频次】21
- 【下载频次】464