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类多变量方程误差类系统的递阶多新息辨识方法
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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"(B12018)


Hierarchical multi-innovation identification methods for multivariable equation-error-like type systems
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    摘要:

    根据递阶辨识原理,研究了类多变量方程误差系统和类多变量方程误差ARMA系统递阶随机梯度方法和递阶梯度迭代方法、递阶最小二乘方法和递阶最小二乘迭代方法.进一步利用多新息辨识理论,推导了递阶多新息梯度辨识方法和递阶多新息最小二乘辨识方法.为减小计算量,推导了基于滤波的类多变量方程误差ARMA系统递阶辨识方法和递阶多新息辨识方法.讨论了几个典型辨识算法的计算量,并给出了计算参数估计的步骤.

    Abstract:

    According to the hierarchical identification principle,this paper presents the hierarchical stochastic gradient algorithms and the hierarchical gradient based iterative algorithms,the hierarchical least squares algorithms and the hierarchical least squares based iterative algorithms for multivariable equation-error-like systems and multivariable equation-error ARMA-like systems,and further derives the hierarchical multi-innovation gradient algorithms and the hierarchical multi-innovation least squares algorithms.In order to reduce computational burdens,this paper derives the filtering based hierarchical identification algorithms and the filtering based hierarchical multi-innovation identification algorithms for multivariable equation-error ARMA-like systems using the filtering technique. Finally,the computational efficiency and the computational steps of some typical identification algorithms are discussed.

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丁锋,王艳娇.类多变量方程误差类系统的递阶多新息辨识方法[J].南京信息工程大学学报(自然科学版),2014,6(5):385-404
DING Feng, WANG Yanjiao. Hierarchical multi-innovation identification methods for multivariable equation-error-like type systems[J]. Journal of Nanjing University of Information Science & Technology, 2014,6(5):385-404

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  • 收稿日期:2014-10-05
  • 在线发布日期: 2014-10-25

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