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基于鲁棒优化的系统辨识算法研究

DOI: 10.3724/SP.J.1004.2014.00988, PP. 988-993

Keywords: 系统辨识,不确定性,鲁棒优化,半定规划

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Abstract:

?输入-输出数据是解决系统辨识问题的关键要素,传统的辨识理论除了假定影响输入-输出数据干扰的密度函数已知外,还要假定输入-输出数据能够精确获得,完全忽略了所用数据的质量.本文突破了传统理论的两个假设,首先用工程上易于获得的干扰的有界集合代替干扰的密度函数,并在特定数据不确定性结构下,考虑了数据质量问题,然后,以半定规划为基础,导出了鲁棒对等式,从而将系统辨识转化为对数据质量具有鲁棒性的优化问题,通过求解该优化问题,得到了一种新的鲁棒优化辨识方法,仿真结果表明了新方法的可行性和有效性.

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