辨识参数带约束的最小二乘法估计

通过讨论系统输入输出的极限形式，给出了系统参数的一个约束条件。在此约束条件下讨论系统的参数估计问题，给出了系统参数约事条件的最小二乘估计，由于在约束条件中随机干扰的影响几乎可以忽略，因此可以较准确地反映辨识参数间线性关系，仿真例子表明，这种带约束的最小二乘估计比最小二乘估计具有更高的辨识精度。

Least Squares Estimation for Identification of Parameters with Constraints

A constraint condition of the system parameters is given through discussing the limit forms for the input and output of the system. The least-squares estimation for the system parameters with constraint condition is given on the basis of discussing the estimation for the system parameters under this constraint condition. Since the influence of random disturbance can almost be ignored under the constraint condition, the linear relation among the identification parameters can be accurately reflected. The simulation examples show that the least-squares estimation with constraints has higher identification accuracy than that of the common least-squares estimation.