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一种Hammerstein-Wiener系统的递归辨识算法

DOI: 10.3724/SP.J.1004.2014.00327, PP. 327-335

Keywords: Hammerstein-Wiener系统,参数化,递归辨识,一致收敛性

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Abstract:

?针对含有过程噪声的Hammerstein-Wiener系统,本文提出一种递归辨识算法用于系统的在线辨识.首先使用多项式函数对系统非线性部分进行严格参数化,在此基础上以参数误差平方和的期望值最小为目标函数,推导出参数估计的递归更新公式,避免了过程噪声对辨识结果的影响.通过对算法进行深入分析,得到参数一致收敛的条件,并给出算法中重要系数的设定方法,使参数收敛域得到扩大.与传统两阶段法的数值仿真比较验证了该方法的优越性.

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