| 基于辅助变量法的系统参数辨识 |
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| 引用本文： | 严晓久,周爱国,林建平,吴晔. 基于辅助变量法的系统参数辨识[J]. 机床与液压, 2006, 0(12): 180-181,184 |
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| 作者姓名： | 严晓久 周爱国 林建平 吴晔 |
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| 作者单位： | 同济大学机械学院,上海,200092;上海航天局第802研究所,上海,200090 |
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| 摘 要： | 重点介绍了系统参数辨识中辅助变量法的基本原理，并通过某导弹天线伺服机构数学模型的辨识实例，具体说明了基于辅助变量法的参数辨识在Matlab中的实现方法.结果表明基于辅助变量法的参数辨识比最小二乘法具有更高的精度，尤其当噪声为有色噪声和噪声模型结构不好确定时，辅助变量法更加有效。
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| 关 键 词： | 系统辨识 参数辨识 滑动平均模型(ARX) 最小二乘法 辅助变量法 |
| 文章编号： | 1001-3881（2006）12-180-2 |
| 收稿时间： | 2005-11-03 |
| 修稿时间： | 2005-11-03 |
Parametric System Identification Based on Instrumental Variable Method |
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| YAN Xiaojiu,ZHOU Aiguo,LIN Jianping,WU Ye. Parametric System Identification Based on Instrumental Variable Method[J]. Machine Tool & Hydraulics, 2006, 0(12): 180-181,184 |
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| Authors: | YAN Xiaojiu ZHOU Aiguo LIN Jianping WU Ye |
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| Affiliation: | 1. Institute of Mechanical Engineering, Tongji University, Shanghai 200092, China ; 2. No. 802 Institute of Shanghai Space Administration, Shanghai 200090, China |
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| Abstract: | The fundamental principle of instrumental variable(IV) was introduced,and a modeling example of guided missile's servo system was given to show how to implement system identification based on instrumental variable method in Matlab.The results of modeling indicate that system identification with instrumental variable method is more accurate and effective than with least square method,especially in the case of color noise and uncertain noise's structure. |
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| Keywords: | System identification Parametric identification ARX Least square method Instrumental variable method |
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