有色噪声下FIR模型相关辨识精度分析

Precision Analysis for Correlation Identification of FIR Models under Colored Noise Disturbunces

本文针对离散控制系统的有限脉冲响应（ＦＩＲ）函数模型，研究了在伪随机ｍ序列输入的激励和有色噪声干扰下辨识的精度问题，纠正了参考文献中的错误，得到了有色噪声干扰下ＦＩＲ参数估计精度的显式表达式。同时，给出了辨识精度的下界和上界，分析并得到了达到上下界的条件。文中有实例分析。

This paper analyzes the identification precision of the finite impulse response (FIR) function models of discrete time control systems under the pseudorandom m sequences stimulation and colored noise disturbances.The mistake in the reference document is corrected and an explicit formula of the correlation identification precision is given in the case of colored noises.Moreover,the lower and the upper bounds of the FIR identification precision are suggested,and the conditions of reaching the bounds are obtained.Two examples are given to support the analysis.