摘要
本文讨论了基于NARMAX模型描述的非线性系统的结构确定和参数估计。采用正交化手段,使得模型中参数估计相互独立;利用“新息-贡献”准则,并结合其他信息准则优选最有意义的项进入模型。采用可添可删的双向回归算法,使得模型结构与选项顺序无关,从而能唯一确定模型的最优结构。仿真例子说明了该算法的有效性。
The structure determination and parameters estimation for stochastic non-linear systems are presented based on the NARMAX model in, this paper. The orthogonal method is applied which allows the parameters estimation independent of each other in the model It is based on the 'Innovation-Contribution' criterion and some other information criteria that we can select the most significant terms into the model: The orthogonal use of the stepwise-regression algorithm ranges the model structure independent of the selected term sequence. Several simulation examples are included to demonstrate the affectiveness of the algorithm.
出处
《自动化学报》
EI
CSCD
北大核心
1993年第3期264-270,共7页
Acta Automatica Sinica
基金
国家自然科学基金
天津自然科学基金
关键词
非线性系统
系统辨识
正交化方法
Non-linear systems
system idertification
structure determination
parameter estimation
orthogonal method.
