| 加权门限模型 |
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| 引用本文： | 王志中.加权门限模型[J].上海交通大学学报,1987(2). |
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| 作者姓名： | 王志中 |
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| 作者单位： | 上海交通大学精密仪器系 |
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| 摘 要： | 门限模型(Threshold Model)是描述非线性系统的一种行之有效的数学模型。由于门限的划分,在不同区域内建模的可用数据就会减少,使模型参数的估计精度降低。本文提出的加权门限模型改变了一般门限模型把不同区域的参数截然隔离的做法,采用加权的方法将不同区域的参数估计值结合起来,从而提高了模型参数的估计精度,减少了模型的预报误差和残差。
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| 关 键 词： | 系统辨识 建立模型 时间序列分析 递推算法 统计量 非线性系统 |
Weighted Threshold Model |
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| Wang Zhizhong.Weighted Threshold Model[J].Journal of Shanghai Jiaotong University,1987(2). |
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| Authors: | Wang Zhizhong |
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| Institution: | Wang Zhizhong |
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| Abstract: | The threshold model is one of the system models that can efficiently describe
nonlinear systems.Unfortunately,the threshold segmentation would result in the
decrement of dynamic data required for parameter identification within each section
and lead to less accuracy of parameter estimation.The weighted threshold mode (?)
proposed in this paper appropriately relates the parametric estimates among differen
regions by means of weighting.So the results may approximate the actual system
more closely. |
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| Keywords: | system identification statistic time series analysis non-lineer systems modelling recursive algorithms |
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