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估计传递函数参数的误差校正法*
引用本文:吴学森,丁文镜.估计传递函数参数的误差校正法*[J].控制理论与应用,1990,7(3):12-18.
作者姓名:吴学森  丁文镜
作者单位:清华大学工程力学系 北京 (吴学森),清华大学工程力学系 北京(丁文镜)
基金项目:国家自然科学基金,航天科学基金
摘    要:本文提出一种称为误差校正法的估计传递函数参数的方法,建立了目标函数与传递函数参数及其最小二乘估值偏差间的函数关系,在完成最小二乘估计的基础上,通过连续修正,使传递函数估值精度得到提高,算例表明,该法比普通最小二乘法和广义最小二乘法的精度高,而且,比广义最小二乘法收敛得快。

关 键 词:传递函数  参数  误差校正  控制论
收稿时间:1988/8/26 0:00:00
修稿时间:1989/9/30 0:00:00

Error-correction Algorithm for Estimating Transfer Function Parameters
Wu Shuesen,Ding Wenjing.Error-correction Algorithm for Estimating Transfer Function Parameters[J].Control Theory & Applications,1990,7(3):12-18.
Authors:Wu Shuesen  Ding Wenjing
Affiliation:Wu Shuesen Ding WenjingDepartment of Engineering Mechanics Tsinghua University,Beijing
Abstract:This paper presents an algorithm which is called error-correction method for estimating the parameters of system transfer function, The relation between cost function and transfer function parameters and their estimation errors is defined at first. Then the formula of the erros of estimated parameters is deduced with least squares estimation. The estimation precision of transfer function parameters can be improved by succesive correction A computational example indicates that the error-correction method is better than LS methos and GLS method as far as the precision of estimation is concerned. Moreover, its converqence rate is obviously higher than that of GLS method.
Keywords:parameter estimation  transfer function  error-correction
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