一种时滞未知随机系统参数辨识算法

An Identification Algorithm for Stochastic Systems With Unknown Time Delay

针对时滞未知随机性系统，提出了一种可同时估计系统时滞和参数的递推辨识算法，并证明了该算法的收敛性。仿真结果表明，即使在有色噪声干扰的情况下，利用该算法仍能够很快地辨识系统时滞和参数。

An identification method to estimate time delay and parameters of stochastic systems with unknown time delay is presented This algorithm can estimate time delay and parameters simulataneously The convergence of this algorithm is analyzed and simulation results are given to show the effectiveness of this method