控制理论与应用2012，Vol.29Issue(4)：503-506,4.
基于目标函数的递推子空间辨识算法
Recursive subspace identification algorithm based on objective function
王佳 1王宏伟 1顾宏1
作者信息
- 1. 大连理工大学控制科学与工程学院,辽宁大连116024
- 折叠
摘要
Abstract
We propose a new recursive subspace identification algorithm for online estimating the system parameters in practical engineering.By introducing the instrumental variable,we convert this problem into a recursive minimization problem of an objective function.The recursive least square algorithm is employed to estimate the parameters,then the propagator method is developed to update the extended observability matrix;and the system matrices are finally computed.The proposed method is simple and effective and is improved to be robust to the uncertainty in initial values.The efficiency of this method is illustrated with a simulation example.关键词
子空间辨识/递推算法/目标函数/递推最小二乘法Key words
subspace identification/recursive algorithm/the objective function/recursive least square method(RLS)分类
信息技术与安全科学引用本文复制引用
王佳,王宏伟,顾宏..基于目标函数的递推子空间辨识算法[J].控制理论与应用,2012,29(4):503-506,4.
