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l1鲁棒辨识: 最小二乘算法及试验设计
引用本文:李昇平.l1鲁棒辨识: 最小二乘算法及试验设计[J].控制理论与应用,2003,20(4):492-496.
作者姓名:李昇平
作者单位:汕头大学 机械电子工程系, 广东 汕头 515063
基金项目:广东省自然科学基金(990795); 国家计委“工业自动化关键技术研制开发及产业化”子课题; 汕头大学研究与发展基金
摘    要:现有的l1鲁棒辨识方法依赖于观测数据自的起始时刻因而不能用来辨识时变系统, 针对该问题基于最小二乘法提出了一种l1鲁棒辨识算法. 该算法与观测窗的起始时刻无关, 可用于时变系统的辨识, 证明了当试验输入为持续激励信号时所提出的算法为本质最优算法, 进一步证明了周期持续激励序列为最优试验信号, 并给出了辨识误差紧界的计算公式. 最后利用提出的算法研究了慢时变系统的l1鲁棒辨识问题.

关 键 词:l1鲁棒辨识    最小二乘法    时变系统    试验设计
收稿时间:2001/5/28 0:00:00
修稿时间:2002/11/15 0:00:00

l1 robust identification: least squares algorithm and experimental design
LI Sheng-ping.l1 robust identification: least squares algorithm and experimental design[J].Control Theory & Applications,2003,20(4):492-496.
Authors:LI Sheng-ping
Affiliation:Department of Mechantronics Engineering, Shantou University, Guangdong Shantou 515063, China
Abstract:Based on least squares algorithm a new l1 robust identifying approach was proposed, which was independent of the starting time of observation windows, and therefore, could be used to identify the time varying system. It was shown that the proposed algorithm was essentially optimal when the experimental input was selected as a persistent signal. Furthermore, the periodic persistent signal was proved to be the optimal experimental signal. Finally, the proposed algorithm was applied to slowly varying system.
Keywords:l1 robust identification  least squares algorithm  time varying system  experimental design
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