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电子学报  2014 

基于DFP的二阶Volterra模型及其对R?ssler混沌序列的预测

DOI: 10.3969/j.issn.0372-2112.2014.09.021, PP. 1801-1806

Keywords: 二阶Volterra模型,Davidon-Fletcher-Powell算法,DFPSOVF,R?ssler混沌序列预测

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Abstract:

为克服最小二乘法或归一化最小二乘法在二阶Volterra建模时参数选择不当引起的问题,在最小二乘法基础上,应用一种基于后验误差假设的可变收敛因子技术,构建了一种基于Davidon-Fletcher-Powell算法的二阶Volterra模型(DFPSOVF).给出参数估计中自相关逆矩阵估计的递归更新公式,并对其正定性、有界性和τ(n)的作用进行了研究.将DFPSOVF模型应用于R?ssler混沌序列的单步预测,仿真结果表明其能够保证算法的稳定性和收敛性,不存在最小二乘法和归一化最小二乘法的发散问题.

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