基于SETAR模型的一类非线性系统的性能估计

Performance Assessment of a Class of Non-Linear System Based on SETAR Model

从非线性系统的性能评价入手,分析了非线性系统的最小方差控制,以及非线性系统的反馈不变量。以此为依据,引入了用于非线性系统建模的SETAR模型。利用该模型,对非线性控制系统进行局部ARMA分析,在AIC准则的基础上,选择最合适的系统模型,从而做出性能估计。针对一类非线性系统,进行仿真实验。结果表明,利用SETAR模型对系统进行性能评价,在一定程度上能有效克服系统的非线性对性能评价的影响。同时,另一种NARMAX模型—LAR模型的仿真结果也将作为参考,通过对2种结果的对比,证明了该方法的有效性。

Starting with performance assessment,the minimum variance control and feedback invariance of non-linear system are analyzed. According to the analysis,SETAR model is introduced aiming at partial ARMA analysis of non-linear system,to choose the preferable model based on the AIC criteria,so as to do performance assessment.And a simulation result is given in respect of a class of non-linear system.It shows that performance assessment using SETAR model,to some extent,can reduce the contribution introduced by non-linearity.Finally,the comparison between another NARMAX model-LAR model shows the effectiveness of the method.