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一类ARMA模型在线辨识器
引用本文:白红霞,陈广义,任萍.一类ARMA模型在线辨识器[J].佛山科学技术学院学报(自然科学版),2009,27(2).
作者姓名:白红霞  陈广义  任萍
作者单位:1. 佛山市南海区科技信息网络中心,广东,佛山,528200
2. 佛山科学技术学院自动化系,广东,佛山,528000
3. 佛山科学技术学院自动化系,广东,佛山,528000;华南理工大学自动化科学与工程学院,广东,广州,510640
摘    要:推导变阶式递推增广的最小二乘法及阶估计准则.在此基础上,给出一类ARMA模型在线辨识器.这种辨识器可用于在线或离线辨识.实例表明,建模计算量大大减小,并具有较高的精度.

关 键 词:变阶式最小二乘法  在线辨识器  建模

On-line identifier for a class of ARMA models
BAI Hong-xia,CHEN Guang-yi,REN Ping.On-line identifier for a class of ARMA models[J].Journal of Foshan University(Natural Science Edition),2009,27(2).
Authors:BAI Hong-xia  CHEN Guang-yi  REN Ping
Institution:1.Science and Information Network Center of Nanhai District;Foshan 528200;China;2.Department of Automation Engineering;Foshan University;Foshan 528000;3.College of Automation Science and Engineering;South China University of Technology;Guangzhou 510640;China
Abstract:The on-line identification for linear systems is a question of common interest in the field of identification.A variable-order recursive extended least squares method and a new criterion of order estimation are derived in the paper.On-line identifier for a class of ARMA models is formulated on the basis of these methods.This identifier can be used off-line modeling.The results of the experiments proved that the methods of the paper are available with less calculation of the modeling.
Keywords:variable-order recursive algorithm  on-line identifier  modeling  
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