南京信息工程大学学报2012，Vol.4Issue(1)：1-28,28.
系统辨识(6):多新息辨识理论与方法
System identification.Part F: Multi-innovation identification theory and methods
摘要
Abstract
Multi-innovation identification is an important branch of system identification. The innovation is the use-ful information that can improve parameter estimation or state estimation accuracies. This paper discusses various multi-innovation identification methods for linear regression models, including the multi-innovation projection algo-rithm, the multi-innovation stochastic gradient algorithm, the multi-innovation forgetting gradient algorithm, the inter-val-varying multi-innovation stochastic gradient algorithm,the multi-innovation least squares algorithm,the interval-varying multi-innovation least squares algorithm, and so on. We give the stochastic gradient algorithm, the multi-in-novation stochastic gradient algorithm and the multi-innovation least squares identification algorithm for equation error type systems,output error type systems and input nonlinear systems. Finally,we state that the multi-innovation identification theory can be developed to multi-innovation observer and multi-innovation Kalman filtering theory.关键词
迭代辨识/递推辨识/参数估计/FIR模型/方程误差模型/CAR模型/CARMA模型/CARAR模型/CARARMA模型/输出误差模型/OEMA模型/OEAR模型/辅助模型辨识/多新息辨识/递阶辨识/耦合辨识Key words
iterative identification/recursive identification/parameter estimation/FIR model/equation error model/ CAR model/CARMA model/CARAR model/CARARMA model/output error model/OEMA model/OEAR model/ auxiliary model identification/ multi-innovation identification/ hierarchical identification/ coupled identification/分类
信息技术与安全科学引用本文复制引用
丁锋..系统辨识(6):多新息辨识理论与方法[J].南京信息工程大学学报,2012,4(1):1-28,28.基金项目
国家自然科学基金(60973043) （60973043）
