动力模型参数识别中的Bayes方法

将统计分析中的Bayes方法应用到参数识别问题中,提出了利用测量频率的Bayes估计识别动力学模型的方法,该方法是基于广义逆特征值问题的解。考虑到试验数据的随机性,测量频率用正态分布来描述。此外,将工程师关于测量频率的置信度进行量化,并且与识别过程相结合。数值算例证明了这一方法的有效性。

Parameter Identification of Dynamic Models Using a Bayes Approach

The Bayesian method of statistical analysis has been applied to theparameter identification problem. A method is presented to identify parameters of dynamic models with the Bayes estimators of measurement frequencies. This is based on the solution of an inverse generalized eigenvalue prob- lem. The stochastic nature of test date is considered and a normal distribution is used for the mea- surement frequencies. An additional feature is that the engineer's confidence in the measurement fre- quencies is quantified and incorporated into the identification procedure. A numerical example demon- strates the efficiency of the method.