一种用于在线控制的快速高精度估计器

Study of An Estimator on High Convergence Speed and Estimate Accuracy for Nonlinear Dynamic System

研究了一种用于非线性动态系统参数估值的有偏估计器,它包含了2个容易调整的参数,调整后的估计器在处理具有近似奇异设计矩阵问题时表现了很强的稳健性(Roubstness),实验表明,所研究的估计器在收敛速度及估计精度两方面都远比最小二乘估计器和岭估计器优越。

A biased estimator for the parameter estimates of nonlinear dynamic system is studied. The propsed estimator contains two easily - tuning parameters, which gives the estimator the robustness in dealing witth the problem of nearly-singular design matrix. Eperiments demonstrate that the estineator developed in this work is significantly better than LS estimator and ridge estimator in both eatimate accuracy and convergence speed.