应用偏差补偿最小二乘法辨识随机控制系统

Identification of Stochastic Control Systems by Using the Bias-compensated Least-squares Method

本文对文[1]中提出的偏差补偿最小二乘法作了进一步推广,证明了该方法亦可用于辨识有色噪声扰动下的随机控制系统。

In this paper some extensions of the bias-compensated least-squares method proposed in [ 1 ] are made. It is shown that this method is applicable lo identifying stochastic control systems subject to colored disturbances.