| 有界误差模型的一种结构辨识方法 |
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| 引用本文： | 孙先仿,范跃祖,宁文如.有界误差模型的一种结构辨识方法[J].自动化学报,1999,25(2):242-246. |
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| 作者姓名： | 孙先仿 范跃祖 宁文如 |
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| 作者单位： | 1.北京航空航天大学自动控制系,北京 |
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| 基金项目： | 国家863高技术计划资助 |
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| 摘 要： | 针对具有未知但有界(UBB)误差的线性回归模型辨识问题,提出了一种新的鲁棒结
构选择方法.该方法以重复递推椭球外界算法所得椭球轴信息阵的行列式相对值最大作为模
型定阶准则.不同于以往对噪声独立性、常方差或鞅差特性的假设,该方法假设噪声是渐近独
立的.文中证明了该方法的强相容性.
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| 关 键 词： | UBB误差 集员辨识 鲁棒辨识 模型定阶 |
| 收稿时间： | 1997-10-20 |
A STRUCTURE IDENTIFICATION METHOD FOR BOUNDED-ERROR MODELS |
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| SUN Xianfang,FAN Yuezu,NING Wenru.A STRUCTURE IDENTIFICATION METHOD FOR BOUNDED-ERROR MODELS[J].Acta Automatica Sinica,1999,25(2):242-246. |
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| Authors: | SUN Xianfang FAN Yuezu NING Wenru |
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| Affiliation: | 1.Department of Automatic Control,Beijing Univeristy of Aeronautics and Astronautics,Beijing |
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| Abstract: | A new robust structure selection method is proposed to deal with the
identification problem of linear regression models with unknown but bounded
(UBB) errors. The model-order determination criterion is based on maximizing the
determinants' ratio of two ellipsoidal axis information matrixes obtained through repeating
a recursive outer-bounding ellipsoid algorithm. Unlike the usual assumptions
on noise, namely, independence, constant variance, or martingale difference
properties, the assumption in this paper is of asymptotic independence. Strong consistency
of the method is proved. |
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| Keywords: | UBB error set membership identification robust identification model-order determination |
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