ARMAX系统不外加输入激励的辨识

IDENTIFICATION OF ARMAX SYSTEMS WITHOUT USING EXTERNAL INPUT EXCITATION

本文在不外加输入激励情况下,讨论了开环不稳定和非最小相位的ARMAX系统系数的一致估计。所用方法是用适应镇定的办法,使得闭环系统成为平稳可逆的ARMA过程。然后利用Yule-Walker方程给出闭环系统系数的一致估计,而把求开环系统系数的一致估计归结为解一组线性代数方程。

Without introducing any external excitation to the system input, this paper gives consistent estimates for the coefficients of an ARMAX system, which is allowed to be unstable and of nonminimum-phase. The approach is as follows: by an adaptive stabilization method the resulting closed-loop system turns to be a stable and invertiable ARMA process. Then the consistent estimates for coefficients of the closed-loop system are derived by using the Yule-Walker equation, while the consistent estimates for coefficients of the open-loop system are obtained by solving a system of linear algebraic equations.