动态调节模型的三阶段最小二乘辨识方法

A three-stage LS identification algorithm for dynamical adjusting models

针对动态调节模型提出一种三阶段最小二乘辨识方法.先将模型变换为CARMA模型,估计出变换后的CARMA模型参数,再利用已得到的参数估计依次辨识原模型中的系统模型参数和噪声模型参数.该方法原理简单,有效可行.

A three-stage least squares identification algorithm is proposed for a dynamical adjusting model. At first, the dynamical adjusting model is transformed into a CAR model, and the parameters of the new CAR model are esti- mated, and then the system model parameters and noise model parameters are identified by using the estimated pa- rameters of the new CAR model, respectively. The proposed method is simple in principle and effective in results.