节点文献
逐步回归法辨识线性系统模型
Identification of Linear System Model with Stepwise Regression
【Author】 HUANG Dong,DING Wei-ming (Institute of Automation,Institute of Thermal Energy Engineering, Southeast University, Nanjing 210096,China)
【机构】 东南大学自动化研究所; 东南大学热能工程研究所;
【摘要】 线性系统的结构辨识主要依据模型残差来人工判断。这不仅引入了判断误差,同时也使该方法难于投入实际应用。针对这一问题,该文提出一种修正的逐步回归法,用于对有色噪声环境下的线性系统建模。该方法将各回归变量按对输出的“贡献”排队,通过判断“贡献”的显著性来决定是否选入回归方程,从而能够同时决定模型的阶次、系统纯时延和模型参数。该方法具有计算量小、适应性强等优点。仿真试验验证上述结论。
【Abstract】 The method of structure identification for linear system is still determined by users according to the residual of model. It is not only difficult to use the method in reality,but also to make the error judgement imported. To solve the problem, this paper presents a fixed stepwise regression modeling method for linear system with color noise. A "contribution" of regression variable to output is introduced and listed from the high to the low. Then the variable is introduced to regression model if the "contribution" is remarkable. It detects model order and time delay while estimating the corresponding parameters, having less compution, more powerful adaptability, and son on. A simulation test is given to verify the results proposed.
【Key words】 stepwise regression; structure identification; time delay; color noise;
- 【会议录名称】 2005全国自动化新技术学术交流会论文集(三)
- 【会议名称】2005全国自动化新技术学术交流会
- 【会议时间】2005-11
- 【会议地点】中国南京
- 【分类号】TP11
- 【主办单位】中国自动化学会、江苏省自动化学会、中国自动化学会应用专业委员会、中国金属学会冶金自动化分会