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Identification of output error models based on impulse response
基于脉冲响应的输出误差模型的辨识

Keywords: identification,parameter estimation,least squares
辨识
,参数估计,最小二乘

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Abstract:

Based on system impulse response, identification problem of the systems described by output error model was studied using correlation analysis, and its basic idea was to use a finite impulse response parameter model to approach the system model, and the model approximation precision was enhanced with the number N of the number of the impulse response parameters increasing. The theory analysis indicated that the model approximation could meet the requirements in Engineering as long as N is large enough. The proposed method could recursively compute the impulse response parameters and objective function by increasing N in turn from N=1, and estimated the system model parameters by the impulse response parameters. The simulation example shows that the proposed algorithm is effective for estimating the parameters of output error models.

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