【摘要】 将多新息辨识理论用于研究CARMA模型参数辨识问题,通过把标量新息扩展为向量新息,即多新息,得出相应的多新息增广随机梯度辨识算法。仿真结果验证了提出算法的有效性。更多还原

【Abstract】 The multi-innovation theory to study the parameter identification problem for CARMA models is applied and presented the multi-innovation extended stochastic gradient algorithm by expanding the scalar innovation to innovation vector.Finally,the simulation results show that the proposed algorithms for CARMA models are effective.更多还原