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一种时滞未知随机系统参数辨识算法
引用本文:宋春平,杨志远.一种时滞未知随机系统参数辨识算法[J].华北电力大学学报,1998,25(3):69-74.
作者姓名:宋春平  杨志远
作者单位:清华大学热能系,华北电力大学
摘    要:针对时滞未知随机性系统,提出了一种可同时估计系统时滞和参数的递推辨识算法,并证明了该算法的收敛性。仿真结果表明,即使在有色噪声干扰的情况下,利用该算法仍能够很快地辨识系统时滞和参数。

关 键 词:随机系统  时滞估计  参数估计  收敛性

An Identification Algorithm for Stochastic Systems With Unknown Time Delay
Song Chunping ,Yang Zhiyuan ,Yuan Yawei.An Identification Algorithm for Stochastic Systems With Unknown Time Delay[J].Journal of North China Electric Power University,1998,25(3):69-74.
Authors:Song Chunping  Yang Zhiyuan  Yuan Yawei
Affiliation:Song Chunping 1,Yang Zhiyuan 2,Yuan Yawei 2 1) Department of thermal energy eng,Tsing Hua Universit Beijing 100084 2) Department of power eng,North China Electric Power Univ,Beijing 100085
Abstract:An identification method to estimate time delay and parameters of stochastic systems with unknown time delay is presented This algorithm can estimate time delay and parameters simulataneously The convergence of this algorithm is analyzed and simulation results are given to show the effectiveness of this method
Keywords:stochastic system  time delay estimation  parameter estimation  convergence
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