| 时间序列模型辨识的非线性规划方法 |
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| 引用本文： | 曾建平,雷宏.时间序列模型辨识的非线性规划方法[J].系统工程与电子技术,1993(3). |
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| 作者姓名： | 曾建平 雷宏 |
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| 作者单位： | 太原机械学院
(曾建平)，太原机械学院(雷宏) |
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| 摘 要： | 本文利用有关优化理论,把ARMA模型辩识问题转化为带约束条件的非线性规划问题,并通过降维处理把n阶的ARMA模型辨识问题简化为3n维的无约束非线性规划问题,从而为一般的ARMA模型辨识提供了一条新的途径。文中还给出了仿真例子,以证明该方法的有效性。
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| 关 键 词： | 非线性规划 模型 系统识别 无约束优化 |
The Nonlinear Programming Method for Model Identification |
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| Zeng Jianping and Lei HongTai Yuan Institute of Machinary.The Nonlinear Programming Method for Model Identification[J].System Engineering and Electronics,1993(3). |
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| Authors: | Zeng Jianping and Lei HongTai Yuan Institute of Machinary |
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| Institution: | Zeng Jianping and Lei HongTai Yuan Institute of Machinary |
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| Abstract: | In this paper, the problem of ARMA model identification is transformed into the problem of constrained nonlinear programming with related optimal theory, and via reducing dimension, the problem of n-order ARMA model identification is modified to the problem of 3n dimension unconstrained nonlinear-programming. The method provides a new way to resolve qeneral ARMA model identification problem. The simulation example given in the paper has shown that the method is effective. |
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| Keywords: | ARMA model Nonlinear programming Model identification Optimal theory |
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