| CAR模型的阶与时滞的强一致估计 |
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| 引用本文： | 褚东升,赵林,梅宁,李春荣.CAR模型的阶与时滞的强一致估计[J].中国海洋大学学报(自然科学版),1995(4). |
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| 作者姓名： | 褚东升 赵林 梅宁 李春荣 |
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| 摘 要： | 研究随机线性反馈控制系统的结构辨识问题。在已知时滞的下界和模型阶的上界的假定下，通过使修改的Ｂａｙｅｓｉａｎ信息准则最小化，推导出由多输入多输出ＣＡＮ模型描述的系统的未知阶与时滞的估计算法，证明了算法是强一致收敛的，且能在有限步内达到其模型结构参数的真值。讨论了当模型的参数矩阵不满秩时减弱条件Ｈ’ｓ的强一致估计算法。
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| 关 键 词： | 线性反馈控制系统，CAR模型 信息准则最小化 强一致估计 模型阶与时滞，最小二乘法 |
CONSISTENT ESTIMATION FOR CAR MODELS WITH UNKNOWN ORDER AND DELAY |
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| Chu Dongsheng,Zhao Lin, Mei Ning,Li Chunrong.CONSISTENT ESTIMATION FOR CAR MODELS WITH UNKNOWN ORDER AND DELAY[J].Periodical of Ocean University of China,1995(4). |
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| Authors: | Chu Dongsheng Zhao Lin Mei Ning Li Chunrong |
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| Institution: | Engineering College |
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| Abstract: | This paper considers the structure identification problem of linear feedback control systerns with stochastic noise. An algorithm of estimating both the unknown time-delay and model orders for systems discribed by multivariable CAR models is developed by minimizing a modified version of the Bayesian information criterion under the assumption that a lower bound for the time-delay and upper bounds for model orders are known. It is proved that the estimate is strongly consistent and can reach the real model structure parameters only by finite steps. We also discuss the problem of nonfull rank in model parameter matrlces and propose a consistent algorithm which weakens the condition H'3 |
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| Keywords: | Linear feedback control system CAR model information criterion minimizining consistent estimate model order and delay least squares |
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