利用增量矩阵辨识确定型ARMA模型的新算法(英文)

A New Indentification Algorithm for Deterministic ARMA Models by Using Incremental Matrices

本文提出了一种无偏辨识确定型ARMA模型参数及阶次的新方法。和其他辨识算法不同的是在这里我们构造了关于系统开环阶跃响应的增量矩阵,并且通过分析该增量矩阵子矩阵的代数性质而得到了辨识系统阶次的一种简单方法。仿真的结果说明了本文理论的正确性。

In this paper,a new method is developed which gives unbiased estimates of the parameters and the order for a deterministic ARMA model. Being different from any other identification algorithms , this method employs the incremental matrices of the open-loop step response of the systems, several algebraic properties of the sub-matrix of incremental matrix are analysed and a simple method to estimate the order of system is deduced. Simulation results show the correctness of the theory proposed.