具有有色噪声系统辨识的新方法  

A New Method for System Identification in the Presence of Colored Noise

作　　者：顾启泰[1] 

机构地区：[1]清华大学精密仪器系

出　　处：《控制理论与应用》1990年第3期56-62,共7页Control Theory & Applications

摘　　要：本文讨论有色噪声系统辨识问题,基于残差序列最小自相关原理,提出模型适用性检验准则及其递推算法,用于确定过程和噪声模型的阶次和参数,并取得满意的数字仿真结果。其特点是计算量小、精度高,并且不受噪声阶次p=q条件的限制。This paper deals with the problem of system identification in the presence of colored noise. Based on the least-autocorrelation of the residual sequence, a new testing criterion for model fitting and its recursive algorithm are provided to determine the orders and parameters of process and noise model. Some successful results have been obtained in simulation. The advantages of this algorithm are of less compuation, high accuracy and no restriction for noise ordersp=q.

关 键 词：系统辨识 检验规则 参数估计 噪声 

分 类 号：TB535.2[理学—物理]