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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。
Under the premise of a certain data length, we discuss how to obtain the high accuracy identification results by GLS algorithm. The simulation results show that the order of whitening filter in GLS algorithm has influence on the identification results. If the parameters are selected properly, the identification accuracy can be guaranteed under the same data length.