一般双率随机系统状态空间模型及其辨识

对于双率采样数据系统,本文使用提升技术,推导了双率系统的提升状态空间模型.对 于系统状态可测量的双率系统,利用最小二乘原理辨识提升系统模型的参数矩阵;对于状态不 可测的未知参数双率系统,利用递阶辨识原理,提出了双率系统递阶状态空间模型辨识方法,来 辨识系统的状态和参数.具体做法:基于获得的状态估计和提升系统的输入输出数据递归估计 系统参数,然后基于获得的参数估计,计算系统的状态.

State-Space Modeling and Identification of General Dual-Rate Stochastic Systems

State-space models for dual-rate sampled-data systems are derived using the lifting technique. Furthermore, for cases where states are measurable, lifted system parameter matrices are identified using the least squares principle; for cases where states are unmeasurable, based on the hierarchical identification principle, a hierarchical state-space identification method is presented for estimating the unknown system parameters and states using the lifted dual-rate input-output data.