离散线性系统的集员辨识

Set-Membership Identification of Linear Discrete System

针对含有随机干扰的CAR模型系统，基于系统的输入，输出数据及一定的验前分布已知的条件，应用数理统计中的Bayes方法，对其模型的参数进行集员辨识，从而得到一个以大概率包含参数真值的集合．

This paper is concerned with the problem of set membership identification of CAR model systems with stochastic disturbances. When the input,output and prior in formation of the stochastic disturbance are given, a solution of the set membership identification problem is obtained by using the Bayesian method in mathematical statistics. The Bayesian solution is an ellipsoid in Rn,which contains true parameter 6 with a large probability.