| 自动调整遗忘因子的 LKL 辨识方法及应用 |
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| 引用本文： | 张国忠,汪世汉,黄克明. 自动调整遗忘因子的 LKL 辨识方法及应用[J]. 武汉大学学报(工学版), 1998, 0(3) |
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| 作者姓名： | 张国忠 汪世汉 黄克明 |
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| 作者单位： | Zhang Guozhong Wang Shihan(College of Power and Mechanical Engineering) Huang Keming(College of Science) |
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| 摘 要： | 介绍了一种自动调整遗忘因子的最小二乘方法，并将它引入到ＬＫＬ（最小二乘，Ｋａｌｍａｎ滤波，最小二乘）方法中．大量数字仿真表明这种方法对于小样本快速时变系统的辨识是有效的．自动调整遗忘因子的ＬＫＬ辨识方法应用到灯泡销售预测中，获得较为满意的结果．
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| 关 键 词： | 系统辨识；遗忘因子；最小二乘法；Kalman滤波 |
A Method of LKL Identification Algorithm with Auto regulation Forgetting Factor and Its Application |
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| Abstract: | A least square method with auto regulation forgetting factor is presented.Then,it is introduced into LKL(least square,Kalman filtering,least square) method.A lot of digital simulation results show that the algorithm is effective for identifying fast varying systems which is small samples.It is satisfactory that the identification algorithm is used to predict the electric bulb sold. |
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| Keywords: | system identification forgetting factor least square method Kalman filtering |
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