华东师范大学学报(自然科学版) ›› 2003, Vol. 2003 ›› Issue (3): 13-23.

• 论文 • 上一篇    下一篇

关于系统时滞、阶数和系数的在线辨识

阮荣耀1；杨昌利1，2，龚妙昆1   

  1. 1 华东师范大学 数学系，上海 200062； 2 华东师范大学 信息学院，上海 200062
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2003-09-10 发布日期:2003-09-10

On-line Identification for Systems with Unknown Delay, Orders and Cofficients

RUAN Rong-yao;1 YANG Chang-li12; GONG Miao-kun1   

  1. 1 Department of Mathematics, East China Normal University, Shanghai 200062,China 2 School of Information Science and Technogy, East China Normal University, Shanghai 200062, China
  • Received:1900-01-01 Revised:1900-01-01 Online:2003-09-10 Published:2003-09-10

摘要： 针对时滞,阶数和系数皆未知的离散时间线性随机控制系统(ARMAX模型),提出一种对时滞,阶数和系数同时进行递推估计的算法.在一定的条件下该算法能保证时滞,阶数和系数的估计都具有强一致性,而且系数估计具有较快的收敛速度.

关键词: ARMAX模型, 阶数估计, 参数估计, 在线辨识, 强一致性, 收敛速度, ARMAX模型, 阶数估计, 参数估计, 在线辨识, 强一致性, 收敛速度

Abstract: This paper proposes a new recursive estimate algorithm for unknown time-delay,orders and coefficients of linear discrete-time stochastic control systems (ARMAX model). It is proved that the estimates of the time-delay, orders and coefficients are strongly consistent.Simultaneously, a faster convergent rate of the coefficient estimates to their true values is obtained.

Key words: order estimation, parameter estimation, on-line identification, strong consistency, convergent rate, ARMAX model, order estimation, parameter estimation, on-line identification, strong consistency, convergent rate