基于MATLAB的递推最小二乘法辨识与仿真

通过对最小二乘算法的分析,推导出了递推最小二乘法的运算公式,提出了基于MATLAB/Simulink的使用递推最小二乘法进行参数辨识的设计与仿真方法。并采用Simulink建立系统的仿真对象模型和运用MATLAB的S-函数编写最小二乘递推算法,结合实例给出相应的仿真结果和分析。仿真结果表明,该仿真方法克服了传统编程语言仿真时繁杂、难度高、周期长的缺点,是一种简单、有效的最小二乘法的编程仿真方法。     

递推最小二乘法辨识连续带钢热镀锌退火炉模型参数

提出了用递推最小二乘法辨识连续带钢热镀锌退火炉模型参数.在已建立的连续带钢热镀锌退火炉数学模型的基础上,经过分析计算确定模型参数.考虑到最小二乘法的缺陷,选用递推最小二乘法进行参数辨识,并结合实例给出辨识结果和分析,证明了该方法的可行性.     

衰减激励条件下递阶最小二乘辨识的均方收敛性

为减少递推辨识的计算量，提出了递阶辨识原理，它是将系统分解为多个维数较小的虚拟子系统进行辨识，从而获得递阶最小二乘辨识方法。在衰减激励条件下，针对时不变系统研究了递阶最小二乘法的收敛性，得到了参数估计误差均方收敛于零时衰减指数应满足的条件。递阶最小二乘具有良好的性能，其计算量比递推量小二乘辨识要小得多，并具有容易实现等优点。     

最小二乘辨识中的Householder变换法

一 引言最小二乘法是辨识中一种最基本的方法,也是一种很好的方法。无论在辨识学科本身,或随机控制(如自校正调节器)中,都有着广泛的应用。一般文献介绍的在线算法都是递推法,递推公式是对最小二乘法的方程进行数学     

ARMA模型的最小二乘格型迭代递推辨识法

本文介绍了ARMA模型的格型迭代法,并以在格型算法中具有最快收敛速率的最小二乘格型算法为基础获得了 ARMA模型最小二乘格型迭代递推辨识法。针对此算法最小二乘格型迭代递推辩识法计算机模拟辨识表明,该方法具有较好的辨识性能,且有一定的抗噪能力。     

满秩分解最小二乘法船舶航向模型辨识

为了解决标准遗忘因子最小二乘法在线辨识船舶航向模型参数漂移和发散问题,考虑到船舶在实际航行中存在海洋环境扰动和数据欠激励的情况,提出并验证了一种基于满秩分解的递推最小二乘法.用实船数据进行船舶航向模型参数辨识,将辨识结果与标准遗忘因子最小二乘算法、多新息最小二乘法、最小二乘支持向量机的辨识结果进行对比,验证了满秩分解有...     

基于MATLAB的最小二乘法参数辨识与仿真

本文介绍了基于MATLAB/Simulink的使用最小二乘法进行参数辨识的设计与仿真方法.首先简述参数辨识的概念和最小二乘法的基本原理,然后介绍如何采用Simulink建立系统的仿真对象模型和运用MATLAB的M语言编写最小二乘递推算法,最后结合实例给出相应的仿真结果和分析.本文的仿真方法克服了传统编程语言仿真时繁杂、难度高、周期长的缺点.     

直流电动机时变参数在线辨识方法

针对直流电动机的电枢阻抗以及转子转动动量等参数会随着其运行环境及工况的变化而发生变化,从而导致系统控制失效的问题,给出了一种基于递推最小二乘算法的直流电动机时变参数在线辨识方法,并设计了以TMS320F2812为核心的直流电动机控制系统。试验结果表明,使用递推最小二乘算法能够较好地实现直流电动机系统的时变参数辨识。     

TISO-OEAR模型的分解递推最小二乘辨识方法

针对输出误差模型参数估计过程中的计算量较大的问题,提出了基于分解的两输入单输出（TISO）输出误差自回归模型（OEAR）的分解递推最小二乘（DRLS）算法．基本的思想是分解TISO系统为3个子系统,并通过递推最小二乘分别辨识每个子系统．DRLS算法是解决大规模系统的计算量大和复杂辨识模型的辨识难题的一种有效的方法．最后通过仿真实例验证和分析了所提出算法的有效性与优越性,并对两种算法的特点进行了总结．     

非持续激励条件下系统辨识递推最小二乘最小范数算法

系统辨识中广泛应用的最小二乘算法需要输入向量序列满足持续激励性条件(PE条件); 但在大多情况下这是难以满足的. 本文提出了一种不依赖于PE条件的递推最小二乘、最小范数辨识算法. 首先分析了最小二乘算法解空间的结构, 并运用罚函数方法, 将参数辨识问题转化为无约束优化问题. 然后, 提出了将步长、罚因子等过程控制参数统一的迭代－递推形式的辨识算法, 证明了算法在给定的控制参数约束下收敛于唯一的最小二乘、最小范数解向量. 仿真实验表明在非PE条件下算法的有效性.     

Auxiliary model-based RELS and MI-ELS algorithm for Hammerstein OEMA systems

This paper considers the identification problem for Hammerstein output error moving average (OEMA) systems. An auxiliary model-based recursive extended least-squares (RELS) algorithm and an auxiliary model-based multi-innovation extended least-squares (MI-ELS) algorithm are presented using the multi-innovation identification theory. The basic idea is to express the system output as a linear combination of the parameters by using the key-term separation principle and auxiliary model method. The proposed algorithms can give highly accurate parameter estimates. The simulation results show the effectiveness of the proposed algorithms.     

Recursive estimation of the parameters of linear multivariable systems

A recursive algorithm is proposed for the identification of linear multivariable systems. Utilization of a canonical state space model minimizes the number of parameters to be estimated. The problem of identification in the presence of noise is solved by using a recursive generalized least-squares method.     

Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications

This paper addresses the optimal least-squares linear estimation problem for a class of discrete-time stochastic systems with random parameter matrices and correlated additive noises. The system presents the following main features: (1) one-step correlated and cross-correlated random parameter matrices in the observation equation are assumed; (2) the process and measurement noises are one-step autocorrelated and two-step cross-correlated. Using an innovation approach and these correlation assumptions, a recursive algorithm with a simple computational procedure is derived for the optimal linear filter. As a significant application of the proposed results, the optimal recursive filtering problem in multi-sensor systems with missing measurements and random delays can be addressed. Numerical simulation examples are used to demonstrate the feasibility of the proposed filtering algorithm, which is also compared with other filters that have been proposed.     

A Fast Nonlinear Model Identification Method

The identification of nonlinear dynamic systems using linear-in-the-parameters models is studied. A fast recursive algorithm (FRA) is proposed to select both the model structure and to estimate the model parameters. Unlike orthogonal least squares (OLS) method, FRA solves the least-squares problem recursively over the model order without requiring matrix decomposition. The computational complexity of both algorithms is analyzed, along with their numerical stability. The new method is shown to require much less computational effort and is also numerically more stable than OLS.     

A GA-based method for constructing fuzzy systems directly from numerical data

A method based on the concepts of genetic algorithm (GA) and recursive least-squares method is proposed to construct a fuzzy system directly from some gathered input-output data of the discussed problem. The proposed method can find an appropriate fuzzy system with a low number of rules to approach an identified system under the condition that the constructed fuzzy system must satisfy a predetermined acceptable performance. In this method, each individual in the population is constructed to determine the number of fuzzy rules and the premise part of the fuzzy system, and the recursive least-squares method is used to determine the consequent part of the constructed fuzzy system described by this individual. Finally, three identification problems of nonlinear systems are utilized to illustrate the effectiveness of the proposed method.     

A new ARIMA-based neuro-fuzzy approach and swarm intelligence for time series forecasting

Time series forecasting is an important and widely interesting topic in the research of system modeling. We propose a new computational intelligence approach to the problem of time series forecasting, using a neuro-fuzzy system (NFS) with auto-regressive integrated moving average (ARIMA) models and a novel hybrid learning method. The proposed intelligent system is denoted as the NFS–ARIMA model, which is used as an adaptive nonlinear predictor to the forecasting problem. For the NFS–ARIMA, the focus is on the design of fuzzy If-Then rules, where ARIMA models are embedded in the consequent parts of If-Then rules. For the hybrid learning method, the well-known particle swarm optimization (PSO) algorithm and the recursive least-squares estimator (RLSE) are combined together in a hybrid way so that they can update the free parameters of NFS–ARIMA efficiently. The PSO is used to update the If-part parameters of the proposed predictor, and the RLSE is used to adapt the Then-part parameters. With the hybrid PSO–RLSE learning method, the NFS–ARIMA predictor may converge in fast learning pace with admirable performance. Three examples are used to test the proposed approach for forecasting ability. The results by the proposed approach are compared to other approaches. The performance comparison shows that the proposed approach performs appreciably better than the compared approaches. Through the experimental results, the proposed approach has shown excellent prediction performance.     

Bias-compensation-based least-squares estimation with a forgetting factor for output error models with white noise

In this paper, the bias-compensation-based recursive least-squares (LS) estimation algorithm with a forgetting factor is proposed for output error models. First, for the unknown white noise, the so-called weighted average variance is introduced. With this weighted average variance, a bias-compensation term is first formulated to achieve the bias-eliminated estimates of the system parameters. Then, the weighted average variance is estimated. Finally, the final estimation algorithm is obtained by combining the estimation of the weighted average variance and the recursive LS estimation algorithm with a forgetting factor. The effectiveness of the proposed identification algorithm is verified by a numerical example.     

Maximum likelihood-based recursive least-squares estimation for multivariable systems using the data filtering technique

For multivariable equation-error systems with an autoregressive moving average noise, this paper applies the decomposition technique to transform a multivariable model into several identification sub-models based on the number of the system outputs, and derives a data filtering and maximum likelihood-based recursive least-squares algorithm to reduce the computation complexity and improve the parameter estimation accuracy. A multivariable recursive generalised extended least-squares method and a filtering-based recursive extended least-squares method are presented to show the effectiveness of the proposed algorithm. The simulation results indicate that the proposed method is effective and can produce more accurate parameter estimates than the compared methods.     

Retrieving sinusoids from nonuniformly sampled data using recursive formulations

A heuristic procedure based on novel recursive formulation of sinusoid (RFS) and on regression with predictive least-squares (LS) enables to decompose both uniformly and nonuniformly sampled 1-d signals into a sparse set of sinusoids (SSS). An optimal SSS is found by Levenberg–Marquardt (LM) optimization of RFS parameters of near-optimal sinusoids combined with common criteria for the estimation of the number of sinusoids embedded in noise. The procedure estimates both the cardinality and the parameters of SSS. The proposed algorithm enables to identify the RFS parameters of a sinusoid from a data sequence containing only a fraction of its cycle. In extreme cases when the frequency of a sinusoid approaches zero the algorithm is able to detect a linear trend in data. Also, an irregular sampling pattern enables the algorithm to correctly reconstruct the under-sampled sinusoid. Parsimonious nature of the obtaining models opens the possibilities of using the proposed method in machine learning and in expert and intelligent systems needing analysis and simple representation of 1-d signals. The properties of the proposed algorithm are evaluated on examples of irregularly sampled artificial signals in noise and are compared with high accuracy frequency estimation algorithms based on linear prediction (LP) approach, particularly with respect to Cramer–Rao Bound (CRB).