基于滤波的伪线性回归系统递推最小二乘辨识方法

A Recursive Least Squares Identification Algorithm for Pseudo-Linear Systems Using Data Filtering

中文关键词:  参数估计  最小二乘  伪线性系统  滤波技术

英文关键词:parameter estimation  least squares  pseudo-linear system  filtering technique

中文摘要:

      针对伪线性回归系统，提出了基于滤波的最小二乘辨识方法，基本思想是采用估计的噪声模型对系统观测数据和信息向量进行滤波，并用滤波后的数据进行辨识。仿真结果表明提出的算法能够估计伪线性回归系统的参数。

英文摘要:

      For pseudo-linear regressive systems，a recursive least squares identification algorithm based on filtering is presented.By using the estimated noise model for filtering the observation data of the system and the information vector,the filtered data are used for identification.The simulation results show that the proposed algorithm can estimate the parameters of pseudo-linear regressive systems.