连续Wiener模型参数估计方法

PARAMETER ESTIMATION METHOD FOR CONTINUOUS WIENER MODEL

  • 摘要: 本文提出一种含随机干扰的连续Wiener模型参数估计的方法.该方法利用不同幅值的伪随机输入试验信号,离析出连续系统的线性子模型,用频域估计法得子模型的参数估值.再结合运用最小二乘法估计出Wiener模型的非线性特性系数.文中讨论了经过等效变换后的干扰信号与系统输出端原干扰信号的关系,相应地给出两个引理及其证明.仿真结果表明,该方法计算速度较快且参数估值精度较高.

     

    Abstract: In this paper,a parameter estimation method for continuous Wiener model containing random noise is proposed.The method uses M periodic sequences of different magnitude as input signals.A linear submodel is sepa-rated from the original after analysis.By using a frequency estimation method,the parameters for the linearsubmodel are obtained.The coefficients of nonlinear characteristics are estimated further by using least squaresmethod.The relationship between the noise signal after transformation and the original noise signal is discussed andcorrespondingly two lemmas are given and proved in this paper.The simulation results show that both the accura-cy and computing speed are rather high with the method.

     

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