基于对数量化数据的二次规划辨识方法  

The Identification Method of Quadratic Programming with Logarithmic Quantized Data

作　　者：吉明明 JI Ming-ming(Laboratory of Intelligent Control and Robotics,Shanghai University of Engineering Science,Shanghai 201620,China)

机构地区：[1]上海工程技术大学智能控制与机器人实验室

出　　处：《科学技术与工程》2019年第29期11-15,共5页Science Technology and Engineering

基　　金：国家自然科学基金(61603241);上海市科委地方院校能力建设项目(17030501400)资助

摘　　要：主要针对具有对数量化输出观测值的有限脉冲响应系统,对其进行了参数辨识研究,采用二次规划方法,得到了未知参数的数值估计值并对其统计特性进行了分析。首先,根据对数量化器的扇形界性质,将对系统未知参数的辨识问题转化为求解一个二次规划问题,该二次规划问题的最优解即为未知参数的估计值;其次,对转化成的二次规划问题,研究了其解的唯一性及收敛性,给出了未知参数估计值唯一存在及收敛的充分条件;最后,数值仿真验证了所提方法的有效性。For the finite impulse response systems with logarithmic quantized output observations,the identification of the systems' unknown parameters is studied.Using the method of quadratic program,the numerical estimates of the unknown parameters are obtained and the stochastic properties of the estimates are also analyzed.Firstly,due to the sector bound property of the logarithmic quantizer,the identification problem for the unknown parameters is converted into a quadratic program problem.Then, how to obtain the solution of the quadratic program problem is mainly concern.The solution of the quadratic program problem is the estimaties of the unknown parameters.Secondly,for the quadratic program problem,the uniqueness and convergence of the solution are analyzed,respectively.The sufficient conditions to make sure the uniqueness and convergence of the estimates are also given.Finally,a numerical example is studied to show the effectiveness of the conclusions obtained.

关 键 词：系统辨识 对数量化器 扇形界 二次规划 

分 类 号：O235[理学—运筹学与控制论]