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Wiener系统辨识中有限阶次的渐近性分析

Keywords: Wiener系统,预测误差法,渐近性,有限阶次

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Abstract:

在白噪声和有色噪声激励下,分别推导出Wiener系统线性部分的渐近方差式.在有色噪声激励下,添加对噪声模型的渐近分析.利用由正交基构成的生成核函数替换模型阶数,得到的两渐近方差式能更精确地接近于对应的真实采样值.根据渐近方差矩阵,建立以输入功率谱为变量的优化问题.通过求解带约束条件的优化问题得到Wiener系统中最优输入信号的功率谱密度.最后用仿真算例验证本文方法的有效性.

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