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未知时延系统的全局优化辅助变量辨识
引用本文:王建宏,王道波.未知时延系统的全局优化辅助变量辨识[J].航空计算技术,2011,41(3):57-61.
作者姓名:王建宏  王道波
作者单位:南京航空航天大学,自动化学院,江苏,南京,210016
摘    要:对于未知时延系统,借助分离性原理,推导出迭代的可分离的非线性最小二乘(SNLS)辨识方法。为了降低收敛于局部最小的可能性,消除强观测噪声所引起的参数估计的偏差,利用全局优化理论,引进辅助变量,推导了全局优化的辅助变量(GOIV)辨识方法。仿真试验验证了算法的有效性。

关 键 词:时延  系统辨识  全局优化  辅助变量

Identification of Systems with Unknown Time Delay by Global Optimization Instrumental Variable Method
WANG Jian-hong,WANG Dao-bo.Identification of Systems with Unknown Time Delay by Global Optimization Instrumental Variable Method[J].Aeronautical Computer Technique,2011,41(3):57-61.
Authors:WANG Jian-hong  WANG Dao-bo
Institution:(College of Automation Engineer,Nanjing University of Aeronautics and Astronautics,Nanjing 210016,China)
Abstract:For systems with unknown time delay,an iterative separable nonlinear least-squares(SNLS) identification method is proposed by means of the separable principle.Then a global optimization instrumental variable(GOIV) identification method which estimates the time delay and transfer function parameters separably is derived to reduce the possibility of convergence to a local minimum by using the global optimization theory and introducing a instrumental variable.The GOIV method can also eliminate the biases of the estimates in the presence of high measurement noise.The simulation results confirm the theoretical results.
Keywords:time delay  system identification  global optimization  instrumental variable
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