相关扰动下连续系统的连续时间最小二乘辨识的数值实现  

Namerical Realization of the Continuous -timeLeast-squares Identification for Continuous Systemswith Correlative Disturbances

作　　者：赵明旺[1] 

机构地区：[1]武汉冶金科技大学自动化系,430081

出　　处：《控制与决策》1997年第4期345-348,共4页Control and Decision

基　　金：冶金工业部理论研究基金资助课题

摘　　要：基于数值积分和常微分方程数值解的欧拉法和龙格—库塔法,给出随机连续系统的连续时间最小二乘(CLS)辨识的两种数值实现方法。仿真结果表明了该方法的有效性。Based on the numerical integral and both Euler method and Runge -Kutta method for numerical solutions to ordinary differential equations, two numerical realization methods of the continuous -time least - squares identification for stochastic continuous systems are presented. Simulation results show the effec-tiveness of these numerical methods.

关 键 词：随机连续系统 参数估计 最小二乘法 

分 类 号：TP271.62[自动化与计算机技术—检测技术与自动化装置]