| SISO、CARMA模型的快速辨识方法 |
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| 引用本文： | 江韬,初学导.SISO、CARMA模型的快速辨识方法[J].曲阜师范大学学报,1988(3). |
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| 作者姓名： | 江韬 初学导 |
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| 作者单位： | 扬子石油化工公司，曲阜师范大学 |
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| 摘 要： | 本文给出了一种单输入、单输出CARMA模型的结构辨识方法。该方法采用了作者提出的改进的Durbin二步算法(新息修正最小二乘算法)进行参数估计,F检验确定模型阶次。提出的方法充分运用了中间结果和统计检验手段;同时改进了文献3]中删除零参数的方法。从而能以较少的计算量,得到全局P相容的参数估值、模型的子阶与时滞。仿真实例表明了算法的有效性。
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| 关 键 词： | CARMA模型辨识方法 F检验法 新息修正最小二乘算法 |
A Fast Identification Method of SISO CARMA Model |
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| Jiang Tao Chu Xue-dao.A Fast Identification Method of SISO CARMA Model[J].Journal of Qufu Normal University(Natural Science),1988(3). |
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| Authors: | Jiang Tao Chu Xue-dao |
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| Institution: | Jiang Tao Chu Xue-dao |
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| Abstract: | This paper abstract presents a fast identification method for SISO CARM -A model. The modified Durbins Algorithm proposed by the auther is employed to fitting CARMA models of different degree in this method. Both the mean-results and statastic-testing are utilized properly.morever the methods for deleting zero parameters described in 3] is improved. So that the structure of CARMA model and the P-Consistent estimate of parameters may be obtained fastly.The effectiveness of this method are illustrated by simulation examples. |
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| Keywords: | CARMA Model Identification Method F-testing Method Method of new information modi(?)ed least squares |
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