针对有色噪声干扰的多输入多输出系统模型辨识问题,提出了多变量系统的FIR辅助模型辨识方法;其辨识思想是把传递函数矩阵中的子模型等价成辅助模型一有限脉冲相应(FIR)模型,然后利用辨识得到的辅助模型估计输出向量的子子模型,最后利用递推最小二乘算法或帕德近似化方法得到子子模型的参数估计,并通过仿真来验证算法的性能。
For multi--input, multi--output stochastic systems with correlated noises, this paper proposed an auxiliary models (FIR) i-dentification method of muhivariable systems. The basic idea was to approximate sub--submodel of transfer matrices by means of auxiliary models--finite impulse response (FIR) models, and then to obtain auxiliary models to estimate the outputs of the suh--suhmodel, and further to use the recursive least squares algorithm or the Pade approximation method to produce the parameter estimates of sub--submodels, the simulation results confirms the theoretic findings.