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作者参考多步最小二乘估计算法,采用平方根估计器,对受控ARMA过程中的模型参数进行了递推估计,实现了受控ARMA过程的线性辨识。作者还在计算上对这种辨识方法进行了仿真研究,取得了良好结果。结果表明,这种方法的收敛速度快,参数估计精确。作者还曾将这种方法应用到一种自适应控制方案中,并且取得了满意的仿真结果。
With reference to the multi-step least square estimation algorithm, the square root estimator is used to recursively estimate the model parameters in the controlled ARMA process to achieve the linear identification of the controlled ARMA process. The author also calculated the identification method of this simulation study, and achieved good results. The results show that the convergence speed of this method is fast and the parameters are estimated accurately. The author also applied this method to an adaptive control scheme and obtained satisfactory simulation results.