指数自回归模型的辨识的研究

On Identification of Exponential Autoregressive Model

本文讨论了指数自回归模型的辨识问题，证明了该模型的最小二乘问题的非凸性，并给出其保证凸性的条件，最后运用混合算法，辫识了该模型，并用数值算例加以说明。

Identification of exponential autoregressive model(EAR model) was discussed, It wasproved that the least square problem is not convex and a condition was given when the varince of resid-ual of the least square estimate is convex. A method of identification on EAR model with hrbridmethod was given and explained with a numerical example。