滤波辨识(5):输出误差自回归滑动平均系统的滤波辅助模型递推广义增广参数估计  

Filtering Identification.Part E:Filtering-Based Auxiliary Model Recursive Generalized Extended Parameter Estimation forOutput-Error Autoregressive Moving Average Systems

作　　者：丁锋[1,2] 栾小丽[1] 徐玲[1] 张霄 周怡红 刘喜梅[2] DING Feng;LUAN Xiaoli;XU Ling;ZHANG Xiao;ZHOU Yihong;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）》2023年第2期1-12,共12页Journal of Qingdao University of Science and Technology:Natural Science Edition

基　　金：国家自然科学基金项目(62273167)。

摘　　要：针对输出误差自回归滑动平均系统,即Box-Jenkis系统,利用滤波辨识理念,研究和提出了滤波辅助模型广义增广随机梯度辨识方法、滤波辅助模型多新息广义增广随机梯度辨识方法、滤波辅助模型多新息广义增广投影辨识方法、滤波辅助模型递推广义增广梯度辨识方法、滤波辅助模型多新息递推广义增广梯度辨识方法、滤波辅助模型递推广义增广最小二乘辨识方法、滤波辅助模型多新息递推广义增广最小二乘辨识方法。这些滤波辅助模型广义增广辨识方法可以推广到其他有色噪声干扰下的线性和非线性多变量随机系统中。For output-error autoregressive moving average systems,i.e.,Box-Jenkins sys-tems,this paper presents a filtering-based auxiliary model generalized extended stochastic gradient identification method,a filtering based auxiliary model multi-innovation generalized extended stochastic gradient identification method,a filtering-based auxiliary model multi-innovation generalized extended projection identification method,a filtering-based auxiliary model recursive generalized extended gradient identification method,a filtering-based auxil-iary model multi-innovation recursive generalized extended gradient identification method,a filtering-based auxiliary model recursive generalized extended least squares identification method,and a filtering-based auxiliary model multi-innovation recursive generalized extend-ed least squares identification method by using the filtering identification idea.The proposed filtering based auxiliary model recursive generalized extended identification methods can be generalized to other linear and nonlinear 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]