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一种基于变因子梯度型PAST的递推子空间辨识算法

, PP. 1226-1230

Keywords: 子空间辨识,递推算法,梯度型子空间跟踪,变因子

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Abstract:

针对传统递推子空间算法采用固定遗忘因子而存在易受噪声干扰等问题,提出一种新的变因子递推子空间辨识算法.该算法首先引入变因子构造和更新输入输出Hankel矩阵以及观测向量;然后利用变因子改进梯度型子空间跟踪算法估计系统的广义能观测矩阵,并由广义能观测矩阵来估计系统矩阵;最后运用系统矩阵??的特征值空间欧氏距离信息实现变因子更新步骤,使算法具有自适应性.将所提出算法应用于一类时不变系统和慢变系统模型,数值仿真结果表明该算法跟踪速度较快且跟踪效果良好.

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