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一种基于非线性系统的直接加权优化辨识算法

DOI: 10.11830/ISSN.1000-5013.2013.01.0049

Keywords: 系统辨识, 非线性系统, 权重值, 最优化问题, 迭代

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Abstract:

对于非线性系统的直接加权优化辨识算法,通过在原线性仿射函数形式中增加若干项关于输入观测数据序列的线性项,来增强逼近非线性,减少逼近的时间.对于增加若干线性项后展开式中的未知权重值的选取,分别从理论和实用上推导出这些未知权重值的选取过程.理论上的推导分析,可明确增加的未知权重值在整个逼近非线性系统的目的中起着辅助作用;实用上的推导分析,将某些复杂的最优化问题经过整理变换成常见的最优化问题,从而可利用最为基础的优化方法来求解.

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