输入非线性方程误差自回归系统的多新息辨识方法

Multi-innovation identification methods for input nonlinear equation-error autoregressive systems

典型块结构非线性系统包括基本的输入非线性系统、输出非线性系统、输入输出非线性系统、反馈非线性系统等.输入非线性系统包括输入非线性方程误差类系统和输入非线性输出误差类系统.以输入非线性方程误差自回归系统,即输入非线性受控自回归自回归(IN-CARAR)系统为例,分别基于过参数化模型,基于关键项分离原理,基于数据滤波技术以及基于辨识模型分解技术,研究和提出了IN-CARAR系统的随机梯度辨识方法、多新息随机梯度辨识方法、递推最小二乘辨识方法、多新息最小二乘辨识方法.这些方法可以推广到其他输入非线性方程误差系统、输入非线性输出误差类系统、输出非线性方程误差类系统、输出非线性输出类系统、反馈非线性系统等.同时,给出了几个典型辨识算法的计算步骤、流程图和计算量.

Typical block-oriented structure nonlinear systems include the basic input nonlinear systems,the output nonlinear systems,the input-output nonlinear systems and the feedback nonlinear systems. The input nonlinear systems include the input nonlinear equation-error type systems and the input nonlinear output-error type systems. Taking the input nonlinear equation-error autoregressive systems（ namely the input nonlinear controlled autoregressive autoregressive（ IN-CARAR） systems as an example,this paper studies and presents stochastic gradient（ SG） identification methods,multi-innovation SG methods,recursive least squares（ LS） identification methods and multi-innovation LS identification methods for IN-CARAR systems based on the over-parameterization model,the key term separation principle and the data filtering technique,the model decomposition technique. These methods can be extended to other input nonlinear equation-error systems,input nonlinear output-error type systems,output nonlinear equation-error type systems and output nonlinear output-error systems,and feedback nonlinear systems. Finally,the computational efficiency,the computational steps and the flowcharts of several typical identification algorithms are discussed.