Volume 34 Issue 8
Aug.  2008
Turn off MathJax
Article Contents
Wang Dongqing. Least squares based recursive identification for stochastic systems with colored noises[J]. Journal of Beijing University of Aeronautics and Astronautics, 2008, 34(8): 935-939. (in Chinese)
Citation: Wang Dongqing. Least squares based recursive identification for stochastic systems with colored noises[J]. Journal of Beijing University of Aeronautics and Astronautics, 2008, 34(8): 935-939. (in Chinese)

Least squares based recursive identification for stochastic systems with colored noises

  • Received Date: 03 Dec 2007
  • Publish Date: 31 Aug 2008
  • An auxiliary model and least squares based recursive identification algorithm was presented for stochastic systems with colored noises. The basic idea is, by means of the auxiliary model identification principle and extended least squares identification theory, to replace the unknown variables in the information vector with the outputs of the auxiliary model and to replace the unmeasurable noise terms with the estimated residuals, and then to propose a recursive identification algorithm to estimate all parameters of the systems, including the parameters of the noise models. The simulation results indicate that the algorithm is effective.

     

  • loading
  • [1] Ljung L. System identification: theory for the user (2nd ed)[M]. Prentice-Hall: Englewood Cliffs, NJ, 1999:87-88 [2] 谢新民,丁锋.自适应控制系统[M].北京:清华大学出版社, 2002:68-75 Xie Xinmin, Ding Feng. Adaptive control systems[M]. Beijing: Tsinghua University Press, 2002:68-75 (in Chinese) [3] Ding F, Chen T. Combined parameter and output estimation of dual-rate systems using an auxiliary model[J]. Automatica,2004,40(10):1739-1748 [4] Zheng W X. On a least-squares-based algorithm for identification of stochastic linear systems[J]. IEEE Transactions on Signal Processing,1998, 46(6):1631-1638 [5] Zheng W X. Least-squares identification of a class of multivariable systems with correlated disturbances[J]. Journal of the Franklin Institute, 1999, 336(8):1309-1324 [6] Zheng W X. A bias correction method for identification of linear dynamic errors-in-variables models[J]. IEEE Transactions on Automatic Control,2002, 47(7):1142-1147 [7] Zheng W X. Parameter estimation of stochastic linear systems with noisy input[J]. International Journal of Systems Science,2004, 35(3):185-190 [8] 方崇智,萧德云.过程辨识[M].北京:清华大学出版社, 1988:178-183 Fang Chongzhi, Xiao Deyun. Process identification[M]. Beijing: Tsinghua University Press,1998:178-183 (in Chinese) [9] 黄祖毅,陈建清.基于脉冲响应的输出误差模型的辨识[J].控制理论与应用, 2003, 20(5):793-796 Huang Zuyi, Chen Jianqing. Identification of output error models based on impulse response[J]. Control Theory and Applications,2003, 20(5):793-796(in Chinese) [10] Zhang S, Chen H B, Xiao Y S. Parameter estimation of multi-input, single-output systems based on the correlation analysis methods // Liang J R, Liu X Z. Proceedings of the 4th International Conference on Impulsive and Hybrid Dynamical Systems.Waterloo, Canada: Watam Press, 2007:1381-1385 [11] 张勇,杨慧中,丁锋.有色噪声干扰下的一种系统辨识方法[J].南京航空航天大学学报, 2006, 38(Z1):167-171 Zhang Yong, Yang Huizhong, Ding Feng. System identification method for colored noises[J]. Journal of Nanjing University of Aeronautics and Astronautics,2006, 38(Z1): 167-171(in Chinese) [12] Ding F, Chen T. Identification of dual-rate systems based on finite impulse response models[J]. International Journal of Adaptive Control and Signal Processing,2004, 18(7):589-598 [13] Chen H F, Guo L. Identification and stochastic adaptive control[M]. Boston, MA: Birkh user, 1991: 89-92
  • 加载中

Catalog

    通讯作者: 陈斌, bchen63@163.com
    • 1. 

      沈阳化工大学材料科学与工程学院 沈阳 110142

    1. 本站搜索
    2. 百度学术搜索
    3. 万方数据库搜索
    4. CNKI搜索

    Article Metrics

    Article views(3936) PDF downloads(1059) Cited by()
    Proportional views
    Related

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return