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基于MATLAB的最小二乘法参数辨识与仿真 总被引:20,自引:0,他引:20
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. 相似文献
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最小二乘法在多传感器测量标定中的应用 总被引:11,自引:2,他引:11
在工程实际应用中建立起多变量测量的数学模型,为了给定数学模型中的系数参数,引入了最小二乘法的思想.根据最小二乘法的求解原理,建立了一种适用于多变量方程组系数参数的拟合算法.在多传感器测量标定和数据处理中加以应用,提高了计算精度.通过将其与一般算法进行比较,体现了最小二乘法的优越性. 相似文献
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本文研究多变量线性系统的结构和参数辨识.利用解不定对称系数方程组的方法,导出了搜索系统结构特征值的最小二乘递推算法.并提出了一个判断系统结构的新准则——系统特征方程系数符号检验法.把两者结合在一起,构成了完整的多变量系统结构和参数辨识的递推最小二乘法,并给出了仿真例子. 本方法也可作为最小二乘的各种改进算法(如广义最小二乘法等)的基础. 相似文献
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本文阐述在Visual C++ 6.0中实现数据最小二乘法的处理方法,通过实例介绍了最小二乘法的算法和本系统新特点功能。 相似文献
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徐晓 《计算技术与自动化》1990,9(2):11-15
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。 相似文献
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本文提出一种估计自回归AR参数的新算法.新算法采用递推Householder变换算法.
文中给出了ARMA(4,4)仿真计算例子及两个正弦加白噪声的仿真计算结果,并与最小二乘
法的计算结果进行了比较.结果表明新算法在分辨率和估计质量方面均优于最小二乘法和已
有的谱估计方法,也说明用提高算法稳定性的方法可解决负谱问题和提高谱估计质量. 相似文献
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为了改善多个同类传感器检测目标参数的性能,提出了一种基于递推最小二乘法的多传感器数据融合的正交基神经网络算法,用基于递推最小二乘法的神经网络算法对各传感器的量测数据进行处理,并用神经网络输出结果的平均值来实现多传感器的数据融合.为了验证算法的有效性,给出了多传感器数据融合的仿真实例.研究结果表明,基于递推最小二乘法的多传感器数据融合的正交基神经网络算法是有效的. 相似文献
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本文阐述在Visual C++6.0中实现数据最小二乘法的处理方法.通过实例介绍了最小二乘法的算法和本系统新特点功能。 相似文献
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迷宫算法一直是计算机算法中的一个重要的算法之一,人类建造迷宫已有5000年的历史,至今为止古老的迷宫依然是人们热爱讨论的问题,像爱琴海上克里特岛的米陶洛斯迷宫,斯堪的纳维亚的特洛伊堡垒迷宫等等,迷宫的算法有递归,最短路径,穷举法,Random Mouse,Wall Follower,Pledge Algorithm,Chain Algorithm,Recursive Backtracker,Tremaux's Algorithm,Collision Solver,Shortest Paths Finder,Shortest Path Finder等等,绕开这些算法,逆向的从迷宫中的死胡同出发,反向的逐个去掉迷宫中的死胡同分叉,最终得到了迷宫的最终路线。 相似文献
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Recursive algorithms for the Bayes solutions of the fixed-point and fixed-lag smoothing problems are obtained. Recursive algorithms for the respective smoothed a posteriori densities are derived under assumptions that the signal to be estimated is a Markov process and the observation is a signal embedded in independent noise (not necessarily additive) which is also independent of the signal. The recursive algorithm for the fixed-point smoothing is applied to a binary Markov signal corrupted by an independent noise in a nonlinear manner. 相似文献
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Recursive pyramidal image representation in image coding algorithms through the use of the pyramid structure, and recursive two-dimensional scannings are introduced. Two approaches to the decorrelation of the picture elements in such a data structure are considered. Properties of different two-dimensional scannings as well as statistical properties of the recursive pyramid and their use for the development of image coding algorithms are shown. Experimental results demonstrating the achieved compression ratio and distortions are provided. 相似文献
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Vasileios Vasilikos Michail G. Lagoudakis 《Annals of Mathematics and Artificial Intelligence》2010,60(1-2):119-151
The traditional approach to computational problem solving is to use one of the available algorithms to obtain solutions for all given instances of a problem. However, typically not all instances are the same, nor a single algorithm performs best on all instances. Our work investigates a more sophisticated approach to problem solving, called Recursive Algorithm Selection, whereby several algorithms for a problem (including some recursive ones) are available to an agent that makes an informed decision on which algorithm to select for handling each sub-instance of a problem at each recursive call made while solving an instance. Reinforcement learning methods are used for learning decision policies that optimize any given performance criterion (time, memory, or a combination thereof) from actual execution and profiling experience. This paper focuses on the well-known problem of state-space heuristic search and combines the A* and RBFS algorithms to yield a hybrid search algorithm, whose decision policy is learned using the Least-Squares Policy Iteration (LSPI) algorithm. Our benchmark problem domain involves shortest path finding problems in a real-world dataset encoding the entire street network of the District of Columbia (DC), USA. The derived hybrid algorithm exhibits better performance results than the individual algorithms in the majority of cases according to a variety of performance criteria balancing time and memory. It is noted that the proposed methodology is generic, can be applied to a variety of other problems, and requires no prior knowledge about the individual algorithms used or the properties of the underlying problem instances being solved. 相似文献
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在基于模型诊断中计算最小碰集算法 总被引:1,自引:2,他引:1
介绍了基于模型诊断中的计算碰集的算法 ,并分析比较了各算法的效率和计算结果。其中的逻辑型数组算法、递归算法、BHS 树算法、布尔代数算法、GA算法均是笔者近年来研究的结果。 相似文献
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递归算法在数据结构课程中既是重点又是难点,对递归算法理解和把握直接决定了很多算法的理解。该文通过对递归的概念,举例说明利用递归求解问题的步骤以及通过分析二叉树的前序遍历算法来剖析递归的执行过程,最后给出了递归的直观理解。 相似文献
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Recursive estimates can be useful for diagnostic purposes, but algorithms for estimating dynamic models recursively with autocorrelated perturbations can be computationally complicated. Thus, we propose a Conditional Recursive Least Squares algorithm (CRLS): given initial full-sample consistent estimates obtained from a correctly specified model, the model is linearized to obtain recursive consistent estimators along the full sample. These may in turn be used to compute statistics to test for structural breaks with unknown break dates. This procedure is illustrated with the Gas-Furnace data. 相似文献
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Friedlander B. Kailath T. Morf M. Ljung L. 《Automatic Control, IEEE Transactions on》1978,23(4):653-659
Recursive algorithrms for the solution of linear least-squares estimation problems have been based mainly on state-space models. It has been known, however, that recursive Levinson-Whittle-Wiggins-Robinson (LWR) algorithms exist for stationary time-series, using only input-output information (i.e, covariance matrices). By introducing a way of classifying stochastic processes in terms of an "index of nonstationarity" we derive extended LWR algorithms for nonstationary processes We show also how adding state-space structure to the covariance matrix allows us to specialize these general results to state-space type estimation algorithms. In particular, the Chandrasekhar equations are shown to be natural descendants of the extended LWR algorithm. 相似文献
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Recursive functions of context free languages (II) 总被引:1,自引:0,他引:1
Dong Yunmei 《中国科学F辑(英文版)》2002,45(2):81-102
In this paper we proved that the function class CFRF and its proper subclass CFPRF are respectively the partial recursive
functions and primitive recursive functions of context free languages (CFLs). Also we discussed the relation between them
and recursive functions defined on other domains. It is indicated that the functions of natural numbers and/or symbol strings
(words) are functions of CFLs. Several frequently used primitive recursive functions on words were given, including logical
connectives, conditional expressions. Also the powerful operators (bounded maximization and minimization operators) for constructing
primitive recursive functions were defined. Two important nontrivial algorithms, the characteristic function of arbitrary
CFL and the parse function of CFL sentences were constructed. Based on them, the method for extending or restricting function
domain was described.
This paper is based on the Technical Report ISCAS-LCS-2k-03 (SAQ Report no.30): Recursive Functions Defined on Context Free
Languages (I) August 2000 with minor revisions. 相似文献