| 一种ARMA模型的阶数递推辨识算法 |
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| 引用本文： | 李秀娟.一种ARMA模型的阶数递推辨识算法[J].南京航空航天大学学报,1988(4). |
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| 作者姓名： | 李秀娟 |
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| 摘 要： | 本文从实际物理系统出发,提出了一种基于广义最小二乘的阶数递推ARMA模型辨识算法——REARMA算法.利用最小二乘逆的递推计算,大大加快了系统辨识的速度.
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| 关 键 词： | 自回归滑动模型 最小二乘法 辨识 递推算法 |
An Order Recursive Identification Algorithm for ARMA Model |
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| Li Xiujuan.An Order Recursive Identification Algorithm for ARMA Model[J].Journal of Nanjing University of Aeronautics & Astronautics,1988(4). |
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| Authors: | Li Xiujuan |
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| Abstract: | In this paper.an order recursive identification algorithm based ongeneralized least squares. is presented for ARMA model,which is often encountered in engineering The speed of identification is greatly increasod by the use of a recursive method of computing the least-squares-inverse. |
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| Keywords: | autoregressive moving average models least square methods identification recursive algorithm |
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