| 自回归模型的多新息投影辨识方法 |
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| 引用本文： | 朱志芳,丁锋.自回归模型的多新息投影辨识方法[J].科学技术与工程,2009,9(14). |
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| 作者姓名： | 朱志芳 丁锋 |
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| 作者单位： | 江南大学通信与控制工程学院,无锡,214122 |
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| 基金项目： | 国家自然科学基金项目(60574051)资助 |
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| 摘 要： | 通过扩展标量新息为向量新息(即多新息),推导出自回归模型的多新息投影辨识算法。仿真结果说明提出的多新息投影算法优于投影算法。
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| 关 键 词： | 递推辨识 参数估计 多新息辨识 随机梯度 |
Multi-innovation Projection Identification Algorithms for AR Models |
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| ZHU Zhi-fang,DING Feng.Multi-innovation Projection Identification Algorithms for AR Models[J].Science Technology and Engineering,2009,9(14). |
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| Authors: | ZHU Zhi-fang DING Feng |
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| Institution: | School of Communication and Control Engineering;Jiangnan University;Wuxi 214122;P.R.China |
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| Abstract: | A multi-innovation projection identification algorithm is presented for autoregressive models by expanding the scalr innovation to the vector innovation(i.e.,multi-innovation).The simulation results indicate that the proposed multi-innovation projection a algorithm has advantages over the projection algorithm. |
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| Keywords: | recurive identification parameter estimation multi-innovatin identificationstochastic gradient |
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