| 时序模型实时参数估计的模糊加权递推最小二乘算法及其应用研究 |
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| 引用本文： | 张琦,郭坚毅.时序模型实时参数估计的模糊加权递推最小二乘算法及其应用研究[J].兵工学报,2001,22(1):120-123. |
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| 作者姓名： | 张琦 郭坚毅 |
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| 作者单位： | 解放军理工大学工程兵工程学院 |
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| 摘 要： | 时序模型的参数估计是时序模型建模的核心，当数据长度增加到一定值后，传统的递推最小二乘法会出现数据饱和现象，使模型参数远离真值，为此，本文在分析用于传统时序模型参数估计的递推最小二乘法基础上，给出了模糊加权递推最小二第六法的基本理论、递推算式和加权方法，并在军用工程车辆行驶地面随机不平度的仿真与分析中进行了应用。
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| 关 键 词： | 地面不平度 时序模型 参数估计 模糊加权 最小二乘法 随机振动 战车 激振源 |
STUDY AND APPLICATION ON FUZZY WEIGHTED RECURRENCE LEAST SQUARE ALGORITHM FOR REAL-TIME PARAMETER ESTIMATION METHOD OF TIME SERIES MODEL |
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| Zhang Qi,Guo Jianyi.STUDY AND APPLICATION ON FUZZY WEIGHTED RECURRENCE LEAST SQUARE ALGORITHM FOR REAL-TIME PARAMETER ESTIMATION METHOD OF TIME SERIES MODEL[J].Acta Armamentarii,2001,22(1):120-123. |
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| Authors: | Zhang Qi Guo Jianyi |
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| Abstract: | Parameter estimation is the key in building up a model in time series analysis Datum saturation will emerge and the parameters estimated will depart from actual ones in conventional recurrence least square algorithm when the data length increases beyond a threshold value The paper presents the basic theory and recurrence formulas for a fuzzy weighted recurrence least square algorithm in the time series model based on an analysis of the conventional recurrence least square algorithm The results of application of the simulation and analysis are applied upon random road roughness for military engineering vehicles |
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| Keywords: | random road roughness time series parameter estimation fuzzy weighting least square algorithm |
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