随机时滞系统的优化搜索辨识方法

AN OPTIMIZING SEARCH BASED IDENTIFICATION METHOD OF STOCHASTIC TIME-DELAY SYSTEMS

  • 摘要: 本文对时滞系统的常用辨识方法,即直接最小二乘逐步搜索法做了重要改进.首先讨论了如何设计适当的滤波器以获得关于纯时滞的单峰指标函数,据此提出了采用黄金分割法对纯时滞进行搜索,同时用最小二乘法估计系统参数.这种优化搜索法具有计算量小、应用范围广的特点.本文还给出了计算机仿真结果.

     

    Abstract: Some significant improvements on the commonly used identification method of time-delay systems,i.e.,method of direct least-squares estimation with step-by-step search,are made in this paper.Firstly it is discussed how to design a proper digital filter in order to obtain a unimodal criterion function with respect to time delay.Then it is proposed that the golden section method can be used to search the time delay optimizingly,while the system parameters are simultaneously estimated by applying the least-squares method.The proposed optimizing search based method has such advantages as less computational load and more extensive practical applications.Simulation results are also included in the paper.

     

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