基于线性规划单纯型法的系统辨识方法

System identification based on simplex method

传统的最小二乘辨识算法要求误差为低噪声水平,并且算法计算量大,针对这一问题提出了线性规划单纯型辨识算法.将参数辨识问题转化成线性规划问题;并给出了基于线性规划单纯型法的参数辨识算法.最后给出了仿真结果,验证了算法的有效性.

The traditional method of system identification-LS identification algorithm is applicable in low noise levels and the large amount of computation.To solve this problem,this paper proposes the method of system identification based on simplex method.Parameter identification problem will be transformed into the optimal solution of the linear programming problem.Finally,the simulation results proved the effectiveness of the algorithm.