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子系统为ARMA和分段线性函数的Wiener系统的参数辨识
  • ISSN号：0254-3079
  • 期刊名称：《应用数学学报》
  • 时间：0
  • 分类：O212.7[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]重庆大学自动化学院,重庆400044, [2]中国科学院数学与系统科学研究院,北京100190
  • 相关基金：国家自然科学基金（60221301,60334040,60474004）资助项目
作者： 黄毅卿[1,2], 陈翰馥[2]
关键词： Wiener系统, 递推参数辨识, 强一致性, 分段线性函数, 鞅差噪声, Wiener systems, recurrent parameter identification, strong consistency piecewise-linear function, martingale difference sequence（mds） noise
中文摘要：

本文研究ARMA线性子系统串联分段线性函数的Wiener系统的递推辨识问题.利用相关分析法和Yule-Walker方程给出线性部分参数的递推辨识算法,而对非线性部分参数用递推的最小二乘（LS）算法给出估计,并证明了这些算法都以概率1收敛到真值.

英文摘要：

This paper deals with parameter identification of Wiener systems with a ARMA linear subsytem followed by discontinuous piecewise-linear function. Recursive agorithms are given for linear subsystems by using the correlation analysis and Yule-Walker equations, for discontinuous piecewise-linear function by using LS method. Strong consistency is proved for all estimates given in the paper.

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期刊信息
  • 《应用数学学报》
  • 中国科技核心期刊
  • 主管单位:中国科学院
  • 主办单位:中国数学会 中国科学院数学与系统科学研究院
  • 主编：丁夏畦
  • 地址：北京市海淀区中关村东路55号
  • 邮编：100190
  • 邮箱：
  • 电话：
  • 国际标准刊号：ISSN：0254-3079
  • 国内统一刊号：ISSN：11-2040/O1
  • 邮发代号:2-822
  • 获奖情况:
  • 1996、2000年获“中科院优秀科技期刊”三等奖,1997年获“第二届全国优秀科技期刊”三等奖,2001年入选“双效期刊”（中国期刊方阵）
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国数学评论（网络版）,德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:6864