摘要
利用Kronecker积,推导出多变量ARX-like随机系统的辨识模型,使用递阶辨识原理研制了一个递阶最小二乘参数估计算法。提出的递阶最小二乘算法比现存递推最小二乘算法计算量小。给出了为仿真例子。
By using the Kronecker product, An identification model for muhivariable ARX-like stochastic systems is derived and developed a hierarchical least squares parameter estimation algorithm by the hierarchical identification principle. The proposed algorithm has less computational eorts than the recursive least squares algorithm. A simulation example is included.
出处
《科学技术与工程》
2008年第4期1007-1009,共3页
Science Technology and Engineering
关键词
最小二乘
递阶辨识
多变量系统
least squares identification hierarchical identification principle muhivariable systems