| 时变AR模型正交最小二乘估计法及其工程应用 |
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| 引用本文： | 施招云,周百令.时变AR模型正交最小二乘估计法及其工程应用[J].应用科学学报,1995,13(4):457-460. |
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| 作者姓名： | 施招云 周百令 |
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| 作者单位： | 东南大学 |
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| 基金项目： | 国家教委博士点基金资助课题 |
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| 摘 要： | 指出了时变AR模型LS估计中目前存在的一些问题,并提出了一种正交最小二乘估计方法,在循环冷却水pH值的动态特性的预报控制应用中达到了较高的精度。
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| 关 键 词： | 时变AB模型 病态 正交最小二乘 非平稳 |
| 收稿时间： | 1993-12-31 |
| 修稿时间： | 1994-04-25 |
AN OTHOGONAL LEAST SQUARE ESTIMA TION METHOD OF TIME-VARYING AR MODEL AND ITS APPLICATION IN ENGINEERING |
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| SHI ZHAOYUN ZHOU BALLING.AN OTHOGONAL LEAST SQUARE ESTIMA TION METHOD OF TIME-VARYING AR MODEL AND ITS APPLICATION IN ENGINEERING[J].Journal of Applied Sciences,1995,13(4):457-460. |
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| Authors: | SHI ZHAOYUN ZHOU BALLING |
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| Institution: | Southeast University |
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| Abstract: | The time -varying AR model can be applied to analyse nonstationary signals;the parameters estimation often uses the Least Sqnare methodology now. This papelr provides several problems in LS estimation of this kind of model,and anothogonal LS algorithm is proposed.High accuracy is achieved in predicting thecontrol of the dynamics of pH in cyclic cooling water. |
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| Keywords: | nonstationary time-varying AR model ill-conditioned othogonal least square |
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