| 随机时变参数的随机逼近辨识及收敛性分析 |
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| 引用本文： | 赵明旺,吕勇哉.随机时变参数的随机逼近辨识及收敛性分析[J].控制理论与应用,1992,9(3):256-261. |
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| 作者姓名： | 赵明旺 吕勇哉 |
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| 作者单位： | 武汉钢铁学院自动化系 430081
(赵明旺)，浙江大学工业控制所 杭州(吕勇哉) |
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| 摘 要： | 本文讨论MIMO离散系统的随机时变参数基于随机逼近法的辨识问题。文中研究了参数估计和输出误差的收敛性并给出了初步的持续激励条件。在该条件下,证明了估计参数值和估计值与随机时变参数的统计均方差分别收敛于该随机时变参数的期望值和方差值。仿真结果表明了参数估计具有较好的收敛性与一致性。
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| 关 键 词： | 系统辨识 随机系统 断续系统 |
| 收稿时间： | 1990/10/4 0:00:00 |
| 修稿时间： | 1991/10/7 0:00:00 |
Parameter Identification and Convergence Analysis Based on Stochastic Approximation Method for Random Parameters |
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| ZHAO Mingwang.Parameter Identification and Convergence Analysis Based on Stochastic Approximation Method for Random Parameters[J].Control Theory & Applications,1992,9(3):256-261. |
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| Authors: | ZHAO Mingwang |
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| Affiliation: | Department of Automation, Wuhan Iron & Steal University |
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| Abstract: | This paper presents new developments of parameter identification for MIMO discrete stochastic systems with random parameters.These algorithms are based on the stochastic approximation method.Convergence of both parameter estimated values and output error are studied and preliminary persistent exdting conditions are given.Under the conditions,it is proved that parameter estimates and mean square value of difference between parameter estimates and random parameters are ensured converging to expectations of these random parameters and the mean square derivation value of random parameters,respectively.The simulation results show us the truth of the conclusion of theoretical analysis. |
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| Keywords: | system identification convergence analysis stochastic systems time-varying systems |
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