%0 Journal Article
%T Hierarchical Optimization Identification of LTI State-space Systems by Projected Gradient Search<br>基于正交梯度搜索的动态系统递阶优化辨识
%A ZHONG Lu-Sheng
%A SONG Zhi-Huan
%A <br>衷路生
%A 宋执环
%J 自动化学报
%D 2008
%I 
%X A hierarchical optimization method for the identifi- cation of LTI state-space systems is proposed based on projected gradient search.The system parameters are determined by op- timizing an output-error cost function.To deal with the non- uniqueness of the fully parameterized state-space system,a pro- jected gradient search algorithm is presented by restricting the update of the parameters to the tangent space to the manifold of observationally equivalent state-space systems.The sufficient condition to employ L-M algorithm for optimizing parameters is also introduced.The proposed hierarchical optimization identi- fication method includes two steps:First,the parameter search direction is determined by the proposed adaptive L-M projected gradient approach;Second,the optimum step size is computed according to a line search method.Numerical simulation studies show that the proposed algorithm offers improved performance, such as faster convergence speed and better numerical stability, over existing EM and DDLC methods.
%K System identification
%K parameter estimation
%K Levenberg-Marquardt(L-M)algorithm
%K hierarchical optimization(HO)
%K state-space models
%K maximum likelihood estimation<br>系统辨识
%K 参数估计
%K Levenberg-Marquardt(L-M)算法
%K 递阶优化
%K 状态空间模型
%K 极大似然估计
%K 正交
%K 梯度搜索
%K 动态系统
%K 优化辨识
%K Search
%K Gradient
%K Systems
%K Identification
%K Optimization
%K 数值稳定性
%K 抗噪能力
%K 收敛速度
%K 梯度方法
%K 仿真实验
%K 蒙特卡罗
%K 步长
%K 最佳
%K 计算
%K 一维
%K 优化方向
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=1DB3B4F0D2188C483A94AA0E037F203C&yid=67289AFF6305E306&vid=339D79302DF62549&iid=B31275AF3241DB2D&sid=FD6137FFCE59D193&eid=EB8E83807F36F05B&journal_id=0254-4156&journal_name=自动化学报&referenced_num=0&reference_num=19