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| 有色噪声下系统阶次辨识的一种近似方法 | |
| 引用本文： | 严伯钧,刘文胜.有色噪声下系统阶次辨识的一种近似方法[J].东华大学学报(自然科学版),1985(4). |
| 作者姓名： | 严伯钧 刘文胜 |
| 作者单位： | 华东纺织工学院化工自动化及仪表教研室，华东纺织工学院 纺材八三级研究生 |
| 摘 要： | 本文分析了有色噪声下损失函数与噪声模型之间的关系。引入一广义损失函数J′,在噪声模型能估计的条件下,应用损失函数最小法能确定模型的阶次。 |
| 关 键 词： | 广义损失函数 最小二乘法 损失函数最小法 F检验法 广义最小二乘法 递推的增广最小二乘法 噪声模型 |
AN APPROXIMATE METHOD FOR IDENTIFYING THE ORDER OF LINEAR DYNAMIC SYSTEM UNDER COLOURED NOISE |
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| Yan Bojun and Liu Wensheng.AN APPROXIMATE METHOD FOR IDENTIFYING THE ORDER OF LINEAR DYNAMIC SYSTEM UNDER COLOURED NOISE[J].Journal of Donghua University,1985(4). | |
| Authors: | Yan Bojun and Liu Wensheng |
| Institution: | Yan Bojun and Liu Wensheng |
| Abstract: | The paper analyses the relationship between the loss function and the noise model. By introducing a generalized loss function J' and using minimal loss function, the order of linear dynamic system can be determined under the condition that the noise model is available. |
| Keywords: | generalized loss function least squares loss function minimization F-test generalized least squares recursive extended least squares noise model |
| 本文献已被 CNKI 等数据库收录！ | |