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一类MIMO状态可测的非线性连续系统的激励辨识方法
引用本文:孙希平, 王永骥, 钱新恩. 一类MIMO状态可测的非线性连续系统的激励辨识方法. 自动化学报, 2007, 33(10): 1105-1110. doi: 10.1360/aas-007-1105
作者姓名:孙希平  王永骥  钱新恩
作者单位:1.湖北汽车工业学院电气工程系 十堰 442002;;2.华中科技大学控制科学与工程系 武汉 430074
基金项目:国家自然科学基金;湖北省教育厅科研项目
摘    要:研究一类 MIMO 状态可测的非线性连续系统的激励辨识问题. 输入激励信号采用高斯白噪声, 均匀采样获得输出状态数据. 根据 Girsanov 定理获得系统参数的渐近无偏估计. 数值仿真试验说明了该方法的有效性并发现耦合多变量系统辨识中的 NNR 现象. 最后给出该系统的分步激励辨识算法.

关 键 词:非线性连续系统   激励辨识   NNR现象
收稿时间:2006-03-03
修稿时间:2006-03-03

Identification of a Class of MIMO Nonlinear Continuous-time Systems withObservable States Using Driving Signal
SUN Xi-Ping, WANG Yong-Ji, QIAN Xin-En. Identification of a Class of MIMO Nonlinear Continuous-time Systems withObservable States Using Driving Signal. ACTA AUTOMATICA SINICA, 2007, 33(10): 1105-1110. doi: 10.1360/aas-007-1105
Authors:SUN Xi-Ping  WANG Yong-Ji  QIAN Xin-En
Affiliation:1. Department of Electricity Engineering, Hubei Automobile Industries Institute, Shiyan 442002;;;2. Department of Control Science and Engineering, Huazhong University of Science and Technology, Wuhan 430074
Abstract:We propose an identification approach for a type of MIMO nonlinear continuous-time systems with observable states using driving signals.The driving signal is Gaussion white noise, the state outputs are sampled evenly.The maximum likelihood estimates of the model parameters are derived by using the Gir- sanov theorem.The numerical simulations illustrate the effi- ciency of the estimates and the NNR phenomenon of coupling multi-variable appears in the numerical simulations.A step-type identification algorithm is suggested at the end.
Keywords:Nonlinear continuous-time systems  system identification using driving signals  NNR phenomenon
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