一类ARMA模型在线辨识器

On-line identifier for a class of ARMA models

推导变阶式递推增广的最小二乘法及阶估计准则。在此基础上,给出一类ARM A模型在线辨识器。这种辨识器可用于在线或离线辨识。实例表明,建模计算量大大减小,并具有较高的精度。

The on-line identification for linear systems is a question of common interest in the field of identification. A variable-order recursive extended least squares method and a new criterion of order estimation are derived in the paper. On-line identifier for a class of ARMA models is formulated on the basis of these methods . This identifier can be used off-line modeling . The results of the experiments proved that the methods of the paper are available with less calculation of the modeling.