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白化滤波器阶数对GLS算法辨识结果的影响
引用本文:陈铮,程晓寅,陈黎明.白化滤波器阶数对GLS算法辨识结果的影响[J].航空学报,1993,14(6):306-309.
作者姓名:陈铮  程晓寅  陈黎明
作者单位:南京航空航天大学二系,南京 210016
摘    要:在数据长度一定的前提下,讨论了如何用GLS算法得到精度较高的辨识结果。仿真结果表明:GLS算法中白化滤波器的阶数对辨识结果有影响;如果适当选择参数,则可保证在数据长度相同的条件下,辨识精度较高。

关 键 词:白化滤波器  GLS算法  阶数  
收稿时间:1991-09-01
修稿时间:1992-03-25

EFFECT OF WHITENING FILTER'S ORDER ON GLS ALGORITHM
Chen Zheng,Cheng Xiao-yin,Chen Li-ming.EFFECT OF WHITENING FILTER'S ORDER ON GLS ALGORITHM[J].Acta Aeronautica et Astronautica Sinica,1993,14(6):306-309.
Authors:Chen Zheng  Cheng Xiao-yin  Chen Li-ming
Institution:Second Department, Nanjing University of Aeronautics and Astronautics, Nanjing, 210016
Abstract:To get unbiassed estimation and speed up the compulation GLS on-line recursive algorithm is used. We have applied to identify a given discrete system with pseudorandom disturbing signals. The simulating results show thai if the order of whitening filter is chosen properly, more accurate parameters, could be obtained while the length of computational data is the same. Finally, how to choose the whitening-filter order to get more accurate parameters with GLS algorithm when limited length of data is availalle is discussed.
Keywords:whitening filter  GLS algorithm  order  
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