南京信息工程大学学报Issue(6)：481-504,24.
规范状态空间系统辨识方法
Identification methods for canonical state space systems
摘要
Abstract
Because the state space model contains both the unknown states and the unknown parameters,and they involve the nonlinear product relations,which makes the identification problem more complicated. In order to solve this problem,this paper studies the combined state and parameter estimation methods for canonical state space sys⁃tems.The interactive estimation theory is used to derive the combined state and parameter estimation algorithms by means of the recursive or iterative scheme.When computing the parameter estimates,the unknown states in the infor⁃mation vector of the identification algorithms are replaced with their estimates,the obtained parameter estimates are used to design the parameter estimates based observer or the parameter estimates based Kalman filtering algorithm to estimate the states of the systems.They form an interactive estimation process (a hierarchical estimation process). Along this line,from the recursive scheme or the iterative scheme,this paper presents the observer based or the Kal⁃man filtering based stochastic gradient ( SG) identification algorithm,recursive least squares ( LS) identification al⁃gorithm,multi⁃innovation SG algorithm, multi⁃innovation LS identification algorithm, and the model decomposition based identification methods. Finally, the computational efficiency, the computational steps and the flowcharts of some typical algorithms are discussed.关键词
参数估计/递推辨识/迭代辨识/最小二乘/梯度搜索/状态观测器/Kalman滤波/状态估计/模型分解/状态空间系统Key words
parameter estimation/recursive identification/iterative identification/least squares/gradient search/state observer/Kalman filter/state estimation/model decomposition/state space system分类
信息技术与安全科学引用本文复制引用
丁锋,马兴云..规范状态空间系统辨识方法[J].南京信息工程大学学报,2014,(6):481-504,24.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” （）
