基于梯度方法的线性多延时系统参数辩识  

Parameter Identification of Linear Multi-Delay System Based on Gradient Method

作　　者：徐文瀚 

机构地区：[1]上海大学理学院,上海

出　　处：《理论数学》2021年第4期578-585,共8页Pure Mathematics

摘　　要：针对一类线性多延时系统,提出一种基于梯度和最小二乘方法的参数辨识算法。该算法首先将系数矩阵和延时量的联合估计问题转化为仅关于延时量的优化问题,然后基于动量梯度法求出延时量的估计值,最后利用矩阵方程的最小二乘解得出系数矩阵的估计值,仿真结果表明,该算法有较好的辨识效果。For a class of linear systems with multiple delays, a new parameter identification algorithm based on gradient and least square method is proposed. Firstly, the joint estimation problem of coefficient matrix and time delay is transformed into the optimization problem which only estimates time delay. Then, the estimated value of time delay is obtained based on momentum gradient method. Finally, by using the least square solution of matrix equation, the estimated value of coefficient matrix is obtained. The algorithm has good identification effect.

关 键 词：线性多延时系统 动量梯度法 最小二乘方法 

分 类 号：TP3[自动化与计算机技术—计算机科学与技术]