借助修改拉盖尔多项式逼近带噪声模型的连续系统辨识

DISCRIMINATION OF THE CONTINUOUS SYSTEM IN THE MODEL WITH NOISE BY MODIFICATION OF LAGUERRE MULTINOMIAL APPROXIMATION

本文讨论具有连续相关性扰动的随机连续线性系统基于修改拉盖尔正文多项式逼近的参数辨识问题，采用的算法为多过是小二乘迭代辨识算法，其中的噪声干扰是用有限阶滤波器和维纳过程来表示的。文中考虑了辅助变量系统的设计问题，其中辅助变量是采用精致辅助变量定义方法定义的．最后给出的计算机仿真结果表明本文讨论的算法是有效的。

This article concerns itself with the problems in discrimination of the parameters of the random continuous linear system with continuous correlation agitation by modification of Laguerre Orthogonal Multionomial Approximation. For the discrimination, multiple least square iteration algorithm is used,where noise interference is expressed by the finite-order wave filter and Weiner Process.The problems as to the designing of the auxiliary variable system is considered,where the auxiliary variables are defined in terms of the delicate auxiliary variable method.The results from our computer simulation shows that the algorithm discussed in this article proves valid.