动力模型参数识别中的Bayes方法

Parameter Identification of Dynamic Models Using a Bayes Approach

将统计分析中的 Ｂａｙｅｓ方法应用到参数识别问题中，提出了利用测量频率的 Ｂａｙｅｓ估计识别动力学模型的方法，该方法是基于广义逆特征值问题的解．考虑到试验数据的随机性，测量频率用正态分布来描述．此外，将工程师关于测量频率的置信度进行量化，并且与识别过程相结合．数值算例证明了这一方法的有效性．

The Bayesian method of statistical analysis has been applied to theparameter identification problem. A method is presented to identify parameters of dynamic models with the Bayes estimators of measurement frequencies. This is based on the solution of an inverse generalized eigenvalue prob- lem. The stochastic nature of test date is considered and a normal distribution is used for the mea- surement frequencies. An additional feature is that the engineer's confidence in the measurement fre- quencies is quantified and incorporated into the identification procedure. A numerical example demon- strates the efficiency of the method.