南京信息工程大学学报Issue(4)：289-305,17.
多变量方程误差类系统的部分耦合迭代辨识方法
Partially coupled iterative identification methods for multivariable equation error type systems
摘要
Abstract
For multivariable equation error moving average systems,this paper gives an extended stochastic gradient identification algorithm,a recursive extended least squares identification algorithm,a gradient based iterative( GI) identification algorithm and a least squares based iterative ( LSI ) identification algorithm, using the least squares principle and the iterative search principle. For multivariable equation error moving average systems and multivariable equation error autoregressive moving average systems,this paper uses the coupling identification con-cept and decomposes a multivariable system into several subsystems,derives the corresponding GI identification al-gorithm, partially coupled ( subsystem ) GI identification algorithm, subsystem LSI identification algorithm and partially coupled subsystem LSI identification algorithm.Furthermore,using the filtering technique,this paper studies the subsystem GI identification algorithm, partially coupled ( subsystem ) GI identification algorithm, partially coupled subsystem LSI identification algorithm for multivariable equation error autoregressive moving average sys-tems.The computational steps for several typical identification algorithms are provided.关键词
参数估计/迭代搜索原理/梯度搜索/最小二乘/数据滤波技术/辅助模型辨识思想/递阶辨识原理/耦合辨识概念/多变量系统Key words
parameter estimation/iterative search principle/gradient search/least squares/data filtering technique/auxiliary model identification idea/hierarchical identification principle/coupling identification concept/multivariable system分类
信息技术与安全科学引用本文复制引用
丁锋,汪菲菲,汪学海..多变量方程误差类系统的部分耦合迭代辨识方法[J].南京信息工程大学学报,2014,(4):289-305,17.基金项目
国家自然科学基金（61273194）；江苏省自然科学基金（ BK2012549）；高等学校学科创新引智“111计划” （）
