基于积分方程的连续模型辨识与仿真

大多数实际物理系统的模型本质上是连续的，连续时间模型为物理系统的行为提供了更好的解释。提出了一种采样数据中存在高频有色噪声的连续模型辨识方法，该方法通过引入积分运算，将连续时间系统的微分方程模型转换为积分方程模型，从而使噪声的影响可以忽略，然后直接利用传统的最小二乘法估计出系统的连续时间模型参数。该方法具有较强的抗有色噪声干扰的鲁棒性、计算方法简单、参数辨识精度高等优点。仿真实例验证了该方法的有效性和可行性。

Identification and Simulation of Continuous-time Model Based on Integral Equation

The models of most actual physical systems are continuous - time in essential, the continuous - time model can provide a better explanation for the behavior of the physical system. A continuous - time model identification method from sample data with high - frequency colored noise is presented. By introducing an integral operation, the differential equation model of continuous - time system can be transformed into integral equation model, then the effect of the noise can be eliminated, and a continuous -time model parameter is estimated directly by using the conventional Least Square method. This method has the virtues of stronger robustness of anti - jamming for colored noise, a simple calculated method and a high precision of parameter identification. Simulation example demonstrates the effectiveness and the feasibility of the presented method.