| 非线性系统辨识的递推-迭代方法 |
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| 引用本文： | 夏圈世,俞金寿,蒋慰孙.非线性系统辨识的递推-迭代方法[J].医学教育探索,1987(4). |
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| 作者姓名： | 夏圈世 俞金寿 蒋慰孙 |
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| 作者单位： | 华东化工学院自动化研究所
(夏圈世，俞金寿)，华东化工学院自动化研究所(蒋慰孙) |
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| 摘 要： | 所提出的辨识新方法,以递推最小二乘(RLS)参数估计与非线性规划(BFGS)为主体。其测量数据的部分新息由RLS利用,而另一部分新息则通过BFGS加以采用。通常RLS只能递推地得到“粗略的”参数估计值,而BFGS则迭代地精确化参数的估计值。该辨识算法用于线性系统时,可以提高参数估计值的精度,改善收敛性。另外,该算法中的非线性迭代最优化过程可以克服非线性效应,参数估计值的精度和收敛性可以得到改进,这已由数字仿真验证。
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| 关 键 词： | 辨识技术 参数估计 非线性系统 最优化 比较 |
The recursive-iterative method for the identification of nonlinear systems |
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| Xia Quanshi,Yu Jinshou,Jiang Weisun Research Centre of Automatic Control.The recursive-iterative method for the identification of nonlinear systems[J].Researches in Medical Education,1987(4). |
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| Authors: | Xia Quanshi Yu Jinshou Jiang Weisun Research Centre of Automatic Control |
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| Institution: | Xia Quanshi;Yu Jinshou;Jiang Weisun Research Centre of Automatic Control |
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| Abstract: | The new identification method for nonlinear systems is presented, which combinesrecursive least-square (RLS) parameter estimation with nonlinear programming (BFGS).For this nonlinear system identification algorithm, the partial innovation of the measureddata is utilized by RLS, and another by BFGS. Because of nonlinearity in the system,the 'rough' parameter estimate is recursively RLS, and then the rough parameter estimateis iteratively 'refined' by BFGS. When this method is used for the identification oflinear systems, the accuracy of parameter estimate is enhanced and the convergence ofestimate is improved. It is the nonlinear iterative optimization in identification algori-thm that can overcome the nonlinear effect of process system identification, and improvethe accuracy and the convergence of parameter estimation. That has been fully verifiedby digital simulation. |
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| Keywords: | identification technique parameter estimation nonlinear system optimization comparison |
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