传递函数辨识(6):基于脉冲响应的递阶参数估计方法

Transfer Function Identification.Part F:Hierarchical Parameter Estimation Methods Based on the Impulse Responses

基于系统的脉冲响应观测数据,利用梯度搜索和牛顿搜索,研究和提出辨识系统传递函数参数的递阶最小均方方法、递阶随机梯度方法、递阶多新息随机梯度方法、递阶梯度方法、递阶牛顿递推方法、递阶多新息递推梯度方法、递阶多新息牛顿递推方法等。文中的方法可以推广用于其他传递函数描述的动态系统参数辨识,如具有共轭极点、重极点传递函数参数的辨识以及任意非线性函数的参数估计。

Based on the impulse response data and using the gradient search and the Newton search,this paper presents the hierarchical least mean square method,hierarchical stochastic gradient method,hierarchical multi-innovation stochastic gradient method,hierarchical gradient method,hierarchical Newton recursive method,hierarchical multi-innovation gradient method,hierarchical multi-innovation Newton recursive method for identifying the parameters of transfer functions with distinct poles.The proposed methods can be extended for the parameter identification of dynamical systems described by other transfer functions with conjugate poles and with same poles and nonlinear functions.