| 基于RLS的自回归滑动平均模型的两阶段辨识方法 |
| |
| 引用本文： | 岳娜,朱志芳,周毅,丁锋. 基于RLS的自回归滑动平均模型的两阶段辨识方法[J]. 科学技术与工程, 2009, 9(7) |
| |
| 作者姓名： | 岳娜 朱志芳 周毅 丁锋 |
| |
| 作者单位： | 江南大学通信与控制工程学院,无锡,214122;江南大学通信与控制工程学院,无锡,214122;江南大学通信与控制工程学院,无锡,214122;江南大学通信与控制工程学院,无锡,214122 |
| |
| 摘 要： | 提出了基于递推最小二乘(RLS)的自回归滑动平均模型的两阶段辨识方法.仿真结果表明,方法给出的参数估计精度比递推增广最小二乘算法高.
|
| 关 键 词： | 递推辨识 最小二乘 两阶段辨识 |
Two-stage Identification Methods for ARMA Models Using RLS |
| |
| YUE Na,ZHU Zhi-fang,ZHOU Yi,DING Feng. Two-stage Identification Methods for ARMA Models Using RLS[J]. Science Technology and Engineering, 2009, 9(7) |
| |
| Authors: | YUE Na ZHU Zhi-fang ZHOU Yi DING Feng |
| |
| Affiliation: | School of Communication and Control Engineering;Jiangnan University;Wuxi 214122;P.R.China |
| |
| Abstract: | A RLS based two-stage identification method is presented for ARMA models.The simulation results indicate that the proposed algorithm can give higher parameter estimation accuracy that the recursive extended least square algorithm. |
| |
| Keywords: | recursive identification recursive least squares two-stage identification |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
