基于Delta算子描述的CARMA模型辨识

Identification for the delta operator formulated CARMA Model

研究Delta算子描述的离散系统参数辨识问题。基于Delta算子矩阵求逆引理,提出辨识Delta算子描述的可控自回归滑动平均模型(CARMA)的递推增广最小二乘法(DRELS),并给出DRELS算法的实现步骤。

This paper deals with the problem of parameter identification for the delta operator formulated discrete time systems. Based on the delta matrix inverse lemma, delta operator recursive extend least squares (DRELS) for controlled autoregression moving average (CARMA) model estimation is presented, and implement procedure of DRELS algorithm is also given. The proposed results can bring previous related conclusions of continuous and discrete - time systems into the unified delta form.