控制理论与应用2012,Vol.29Issue(7):893-898,6.
基于有限记忆变遗忘因子的子空间辨识算法
Subspace identification algorithm based on finite-memory variable forgetting factor
摘要
Abstract
A novel subspace identification algorithm is proposed based on self-adaptive variable forgetting factor to deal with the problem of low convergence rate in traditional algorithms. The update form of input-output data Hankel matrices is redesigned. The self-adaptive forgetting factor is realized with the help of Euclidean-distance of eigenvalues of the identified system matrix. In order to eliminate the effect of old data, a modified algorithm is designed based on the finite-memory method. Theoretical proof and simulation results show that the tracking response of the modified algorithm is faster and the performance is better than the traditional algorithms.关键词
子空间辨识/变遗忘因子/有限记忆/欧氏距离Key words
subspace identification/ variable forgetting factor/ finite-memory/ Euclidean-distance.分类
信息技术与安全科学引用本文复制引用
黄金峰,张合新,胡友涛,张植..基于有限记忆变遗忘因子的子空间辨识算法[J].控制理论与应用,2012,29(7):893-898,6.基金项目
国家自然科学基金面上资助项目(61074072). (61074072)