基于非线性规划的指数自回归模型的辨识  

On Identification of Exponential Autoregressive Model with Nonlinear programming

作　　者：吴少敏[1] 万德钧[1] 黄仁 

机构地区：[1]东南大学仪器系

出　　处：《控制与决策》1995年第1期60-64,共5页Control and Decision

基　　金：国家教委博士点基金;国家自然科学基金

摘　　要：讨论了指数自回归模型的辨识问题，证明了该模型最小二乘估计的目标函数的非凸性，并给出了使该函数为凸的条件；最后给出了辨识该模型的算法及该算法的收效性，并以数值例子加以说明。The identification of exponential autoregressive model (EAR modal)is discussed in this paper. It is proved that residual squares sum is not convex and a condition is given under which the residual squares sum is convex. A method of identification on EAR model is given and illustrated with a numerical example.

关 键 词：参数辨识 非线性规划 指数自回归模型 

分 类 号：O212.1[理学—概率论与数理统计]