摘要
针对多变量受控自回归自回归滑动平均(M-CARARMA)系统,利用滤波辨识理念和递阶辨识原理,研究和提出了滤波递阶广义增广随机梯度辨识方法、滤波递阶多新息广义增广随机梯度辨识方法、滤波递阶广义增广递推梯度辨识方法、滤波递阶多新息广义增广递推梯度辨识方法、滤波递阶递推广义增广最小二乘辨识方法、滤波递阶多新息广义增广最小二乘辨识方法。这些滤波递阶广义增广辨识方法可以推广到其他有色噪声干扰下的线性和非线性多变量随机系统中。
For multivariable controlled autoregressive autoregressive moving average(MCARARMA)models,which are also called multivariable equation-error autoregressive moving average(M-EEARMA)models,this paper investigates and proposes filtered hierarchical generalized extended stochastic gradient identification methods,filtered hierarchical multi-innovation generalized extended stochastic gradient identification methods,filtered hierarchical generalized extended recursive gradient identification methods,filtered hierarchical multi-innovation generalized extended recursive gradient identification methods,filtered hierarchical generalized extended least squares identification methods,and filtered hierarchical multi-in novation generalized extended least squares identification methods from available input-out-put data by using the filtering identification idea and the hierarchical identification principle.These filtered hierarchical generalized extended identification methods can be extended to other linear and nonlinear multivariable stochastic systems with colored noises.
作者
丁锋
万立娟
栾小丽
徐玲
刘喜梅
DING Feng;WAN Lijuan;LUAN Xiaoli;XU Ling;LIU Ximei(School of Internet of Things Engineering,Jiangnan University,Wuxi 214122,China;College of Automation and Electronic Engineering,Qingdao University of Science and Technology,Qingdao 266061,China)
出处
《青岛科技大学学报（自然科学版）》
CAS
2023年第6期1-14,共14页
Journal of Qingdao University of Science and Technology:Natural Science Edition
基金
国家自然科学基金项目(62273167)。
关键词
参数估计
递推辨识
多新息辨识
递阶辨识
滤波辨识
最小二乘
多变量系统
parameter estimation
recursive identification
multi-innovation identification
hierarchical identification
filtering identification
least squares
multivariable system
