| 线性系统辨识中的几个问题 |
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| 引用本文： | 刘坤林. 线性系统辨识中的几个问题[J]. 清华大学学报(自然科学版), 1986, 0(4) |
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| 作者姓名： | 刘坤林 |
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| 作者单位： | 应用数学系 |
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| 摘 要： | 对机理不清的一个系统，依据观测数据建立相应的模型，进行必要的定量研究，是 目前经济及社会许多系统面临的迫切问题。根据实际问题的需要，建模的口的大致有三 类，即１．预报；２．控制；３．结构分析。本文基于建模目的３，应用时间序列方法，依据Ｓｙｌｖｅｓｔｅｒ展开定理提出一种线性系统结构分析的算法，并给出线性系统的一个简易定阶法。
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| 关 键 词： | 系统 线性系统 系统辨识 时间序列 |
Several Problems in the Identification of Linear Systems |
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| Liu Kunlin. Several Problems in the Identification of Linear Systems[J]. Journal of Tsinghua University(Science and Technology), 1986, 0(4) |
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| Authors: | Liu Kunlin |
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| Affiliation: | Department of Applied Mathematics |
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| Abstract: | To establish corresponding model of system with indistinct mechanism, and to investigate the system quatitatively, under observed data of the system are urgent problems faced by systems in economics and social science. According to the need of actual problems, there three purposes, generally: (1) forecast: (2) control; (3) structural analysis. In view of the third purpose, time series method is applied, by means of Sylvester Expansion Theorem, this paper improves an algorithm of constructional analysis of linear systems, and a simple method of determining order of system is given. |
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| Keywords: | system linear system identification of system time series. |
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