自动调整遗忘因子的 LKL 辨识方法及应用

A Method of LKL Identification Algorithm with Auto regulation Forgetting Factor and Its Application

介绍了一种自动调整遗忘因子的最小二乘方法，并将它引入到ＬＫＬ（最小二乘，Ｋａｌｍａｎ滤波，最小二乘）方法中．大量数字仿真表明这种方法对于小样本快速时变系统的辨识是有效的．自动调整遗忘因子的ＬＫＬ辨识方法应用到灯泡销售预测中，获得较为满意的结果．

A least square method with auto regulation forgetting factor is presented.Then,it is introduced into LKL(least square,Kalman filtering,least square) method.A lot of digital simulation results show that the algorithm is effective for identifying fast varying systems which is small samples.It is satisfactory that the identification algorithm is used to predict the electric bulb sold.