摘要
通过扩展标量新息为向量新息(即多新息),推导出自回归模型的多新息投影辨识算法。仿真结果说明提出的多新息投影算法优于投影算法。
A multi-innovation projection identification algorithm is presented for autoregressive models by expanding the scalr innovation to the vector innovation （i. e. , multi-innovation）. The simulation results indicate that the proposed multi-innovation projection a algorithm has advantages over the projection algorithm.
出处
《科学技术与工程》
2009年第14期4179-4180,4185,共3页
Science Technology and Engineering
基金
国家自然科学基金项目(60574051)资助
关键词
递推辨识
参数估计
多新息辨识
随机梯度
recurive identification parameter estimation multi-innovatin identification stochastic gradient
