【摘要】 针对实时在线递推参数对含粗差的观测量相当敏感,个别粗差就会对参数的估值产生较大的影响的这种情况,本文通过选择合适的权函数,采用抗差最小二乘来代替传统最小二乘法来在线估计AR模型参数。对鄂北石油钻井数据的大钩负荷测量数据进行仿真,对抗差最小二乘和传统最小二乘法结果进行比较,结果表明,抗差递推最小二乘法能得到满意的参数估计,同时能满足该系统的实时性,具有更强的容差能力。更多还原

【Abstract】 The real-time AR model parameters are sensitive to gross error and easily to be influenced. The paper uses the robustified recursive least square method instead of the standard recursive least square method to estimate the parameters on line. We simulate the hookweight observations of the oil well in E-bei by using the two different methods mentioned above. The comparison of two simulation results proves that the robustified recursive least square method can get satisfied parameter estimation and meet the system ’s dynamic needs. So we can say that it has much better performance in dealing with outliers.更多还原