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双率系统辅助模型框架下的随机牛顿递推辨识

DOI: 10.13195/j.kzyjc.2013.1227, PP. 117-124

Keywords: 双率系统,辨识,双辅助模型,收敛分析,改进随机牛顿算法

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Abstract:

针对双率系统,采用基于辅助模型的改进随机牛顿递推算法辨识输出误差模型.若当前参数估计对应的估计系统不稳定,则出现中间不可测时刻输出估计发散,辨识过程停止.增加非线性模型与常规辅助模型一起为下步递推提供信息估计,确保递推进行.为避免出现输入不充分或者广泛时Hessian阵奇异或者接近奇异的情况,在Hessian阵的递推中增加对称正定矩阵.最后给出了所提出辨识算法的一致收敛性证明.

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