| 基于非线性规划的指数自回归模型的辨识 |
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| 引用本文： | 吴少敏 万德钧. 基于非线性规划的指数自回归模型的辨识[J]. 控制与决策, 1995, 10(1): 60-64 |
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| 作者姓名： | 吴少敏 万德钧 |
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| 作者单位： | 东南大学仪器系 |
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| 基金项目： | 国家教委博士点基金,国家自然科学基金 |
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| 摘 要： | 讨论了指数自回归模型的辨识问题，证明了该模型最小二乘估计的目标函数的非凸性，并给出了使该函数为凸的条件，最后给出了辨识该模型的算法及该算法的收敛性，并以数值例子加以说明。
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| 关 键 词： | 参数辨识 非线性规划 指数自回归模型 |
On Identification of Exponential Autoregressive Model with Nonlinear programming |
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| Wu Shaomin, Wan Dejun, Huang Ren. On Identification of Exponential Autoregressive Model with Nonlinear programming[J]. Control and Decision, 1995, 10(1): 60-64 |
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| Authors: | Wu Shaomin Wan Dejun Huang Ren |
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| Affiliation: | Southeast University |
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| Abstract: | The identification of exponential autoregressive model (EAR modal)is discussed in this paper. It is proved that residual squares sum is not convex and a condition is given under which the residual squares sum is convex. A method of identification on EAR model is given and illustrated with a numerical example. |
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| Keywords: | exponential autoregressive model AIC criterion globl minimization local minimization trust region method |
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