| 闭环系统辨识的辅助变量法 |
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| 引用本文： | 徐嗣鑫 苏义鑫. 闭环系统辨识的辅助变量法[J]. 东南大学学报(自然科学版), 1990, 20(6): 64-70 |
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| 作者姓名： | 徐嗣鑫 苏义鑫 |
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| 作者单位： | 东南大学自动化研究所，东南大学自动化研究所，武汉工学院 |
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| 摘 要： | Stoica 和 Sderstrm 曾提出了最优辅助变量法,但它着重在开环线性系统的辨识.本文把该方法推广到闭环系统,也可得到无偏一致性估计.最后由仿真结果指出,该算法可得到参数的渐近有效估计.
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| 关 键 词： | 辨识技术 闭环系统 辅助变量法 |
Instrument Variable Method for the Identification of System Operating in Closed-Loop |
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| Xu Sixin Huang Dong. Instrument Variable Method for the Identification of System Operating in Closed-Loop[J]. Journal of Southeast University(Natural Science Edition), 1990, 20(6): 64-70 |
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| Authors: | Xu Sixin Huang Dong |
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| Affiliation: | Xu Sixin Huang Dong (Research Institute of Automation)Su Yixin (Wuhan Institute of Technology) |
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| Abstract: | An instrument variable method for the identification of MISO system operating in closed-loop is discussed.Stoica & S(?)derstrOm have proposed an optimal instrumental variable method,used for the identification of open-loop systems.In this paper,the method is expanded to the use of identifying closed-loop systems,and also yields unbiased and consistent estimation for the closed-loop systems.In the end,a simulation is described,which shows that this algorithm yields asymptotic efficiency estimation of the parameters for the closed-loop system. |
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| Keywords: | identification closed-loop systems/instrumcnt variable |
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