| 一种用于时间序列AR模型在线辨识的阶估计准则 |
| |
| 引用本文： | 曾凡智,陈广义.一种用于时间序列AR模型在线辨识的阶估计准则[J].佛山科学技术学院学报(自然科学版),2003,21(3):10-12. |
| |
| 作者姓名： | 曾凡智 陈广义 |
| |
| 作者单位： | 佛山科学技术学院,自动化系,广东,佛山,528000 |
| |
| 摘 要： | 用系统可观测输出与模型输出的方差作为最小方差指标函数，根据噪声的遍历性导出一种实用指标函数，给出了阈值计算公式及适用于在线建模的递推的阶估计准则。
|
| 关 键 词： | 时间序列 在线辨识 阶估计准则 |
| 文章编号： | 1008-0171(2003)03-0010-03 |
| 修稿时间： | 2003年5月26日 |
A new criterion of order estimation for time series AR modeling on-line identification |
| |
| ZENG Fan-zhi,CHEN Guang-yi.A new criterion of order estimation for time series AR modeling on-line identification[J].Journal of Foshan University(Natural Science Edition),2003,21(3):10-12. |
| |
| Authors: | ZENG Fan-zhi CHEN Guang-yi |
| |
| Abstract: | A target function of minimum variance is made from the variance for system observable output and modeling output, a practical target function is derived according to the ergodicity of the noise, and the limit formulas are formulated in this paper. A recursive criterion of order estimation is given on the basis, this criterion is used for on-line modeling of linear system. |
| |
| Keywords: | time series on-line identification criterion of order estimation |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
