传递函数辨识(25):自回归输出误差自回归滑动平均系统的辅助模型递阶广义增广递推参数估计  

Transfer Function Identification.Part Y:Auxiliary Model Hierarchical Generalized Extended Recursive Parameter Estimation for Autoregressive Output-Error Autoregressive Moving Average Systems

作　　者：丁锋[1,2] 徐玲[1] 籍艳 刘喜梅[2] DING Feng;XU Ling;JI Yan;LIU Ximei(School of Internet of Things Engineering,Jiangnan University,Wuxi 214122,China;College of Automation and Electronic Engineering,Qingdao University of Science and Technology,Qingdao 266061,China)

机构地区：[1]江南大学物联网工程学院,江苏无锡214122 [2]青岛科技大学自动化与电子工程学院,山东青岛266061

出　　处：《青岛科技大学学报（自然科学版）》2022年第2期1-13,共13页Journal of Qingdao University of Science and Technology:Natural Science Edition

基　　金：国家自然科学基金项目(61873111).

摘　　要：利用递阶辨识原理、多新息辨识理论,研究和提出AR-OEARMA系统的辅助模型递阶广义增广随机梯度算法、辅助模型递阶多新息广义增广随机梯度算法、辅助模型递阶广义增广递推梯度算法、辅助模型递阶多新息广义增广递推梯度算法、辅助模型递阶广义增广最小二乘算法、辅助模型递阶多新息广义增广最小二乘算法。这些辅助模型递阶递推辨识方法可以推广到其他有色噪声干扰下的线性多变量和非线性多变量随机系统中。For autoregressive output-error autoregressive moving average systems,this paper presents an auxiliary model hierarchical generalized extended stochastic gradient algorithm,an auxiliary model hierarchical multi-innovation generalized extended stochastic gradient al-gorithm,an auxiliary model hierarchical generalized extended recursive gradient algorithm,an auxiliary model hierarchical multi-innovation generalized extended recursive gradient algo-rithm,an auxiliary model hierarchical generalized extended least squares algorithm and an auxiliary model hierarchical multi-innovation generalized extended least squares algorithm by using the hierarchical identification principle and the multi-innovation identification theory.The proposed hierarchical identification methods can be extended to other linear and nonlin-ear multivariable stochastic systems with colored noises.

关 键 词：参数估计 递推辨识 辅助模型辨识 多新息辨识 递阶辨识 最小二乘 随机系统 

分 类 号：TP273[自动化与计算机技术—检测技术与自动化装置]