摘要
基于辅助模型辨识思想,提出了一般有色噪声干扰随机系统的辅助模型递推广义增广最小二乘辨识方法。仿真例子说明提出方法的有效性。
An auxiliary model based recursive generalized extended least squares algorithms for general stochas tic systems with colored noises is presented. The simulaltion results indicate that the proposed algorithm is effective.
出处
《科学技术与工程》
2008年第14期3944-3945,3965,共3页
Science Technology and Engineering
基金
国家自然科学基金(60574051)资助
关键词
辅助模型
递推辨识
最小二乘
参数估计
auxiliary models recursive identification least squares parameter estimation
