系统辨识(1):辨识导引

System identifcation. Part A:Introduction to the identification

系统辨识是研究建立系统数学模型的理论与方法.虽然数学建模有很长的研究历史,但是形成系统辨识学科的历史才几十年.在这短暂的几十年里,系统辨识得到了长足的发展,一些新的辨识方法相继问世,其理论与应用成果覆盖了自然科学和社会科学的各个领域,包括物理学、生物学、地球科学、气象学、计算机科学、经济学、心理学、政治学等.在这样的背景下,回过头来深思系统辨识的一些基本问题,对系统辨识的发展不无裨益.作为系统辨识的导引论文,简单介绍了辨识的定义,系统模型与辨识模型,辨识的基本步骤与辨识目的,包括辨识试验设计与数据预处理,以及辨识方法的类别,包括最小二乘辨识方法、梯度辨识方法、辅助模型辨识方法、多新息辨识方法、递阶辨识方法等.

System identification is the theory and methods of establishing mathematical models of systems. The mathematical modeling has a long research history, but the system identification discipline has only several tens of years. In this short decades, system identification has achieved great developments, new identification methods are born one after another, and the research results cover the theory and applications of natural science and social sci- ences, including physics, biology, earth science, meteorology, computer science, economics, psychology, political sci- ence and so on. In this context, we come back to ponder some basic problems of system identification, which is not without benefits for the development of system identification. This is a paper of an introduction to system identifica- tion which briefly introduces the definition of identification, system models and identification models, the basic steps and purposes of identification, including the experimental design of identification and data preprocessing, and the types of identification methods, including the least squares identification methods, gradient identification methods, auxiliary model based identification methods, and multi-innovation identification methods, and hierarchical identifi- cation methods, etc.