Recursive Identification for ARMAX Systems

被引：0
|
作者：
Chen Hanfu [1 ]
机构：
[1] Chinese Acad Sci, Inst Syst Sci, AMSS, Key Lab Syst & Control, Beijing 100080, Peoples R China
来源：
PROCEEDINGS OF THE 27TH CHINESE CONTROL CONFERENCE, VOL 3 | 2008年
关键词：
ARMAX; Recursive identification; Convergence; Stochastic approximation;
D O I：
10.1109/CHICC.2008.4604959
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
For the multivariate ARMAX systems A(z)y(k) = B(z)u(k) + C(z)w(k) the recursive algorithms are proposed for estimating coefficients of A(z), B(z), and C(z) and the covariance matrix R-w of W-k, assuming that the upper bounds for the orders of A(z), B(z), and C(z) are available and the control u(k) is allowed to choose for the identification purpose. The algorithms are easily computable and are proved to converge to the true values under reasonable conditions. The restrictive SPR condition is not used.
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页码：199 / 203
页数：5
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