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为了辨识受有色噪声干扰的系统参数,提出一种递推算法。该算法由系统部分的参数估计和噪声部分的参数估计2部分组成。系统参数估计采用的是包含当前预报误差和之前估计误差的递推算法辨识。噪声部分参数则是采用扩展的最小二乘算法辨识。该文对新的递推算法进行了仿真,实验结果显示该算法能够降低噪声对参数估计的影响,减小估计误差,较精确地辨识出受有色噪声干扰系统的参数。
In order to identify the system parameters disturbed by colored noise, a recursive algorithm is proposed. The algorithm consists of two parts: the parameter estimation of the system part and the parameter estimation of the noise part. The system parameter estimation uses the recursive algorithm identification which contains the current forecast error and the previous estimation error. The noise part of the parameters is the use of extended least squares algorithm identification. In this paper, a new recursive algorithm is simulated. The experimental results show that the proposed algorithm can reduce the influence of noise on the parameter estimation, reduce the estimation error, and more accurately identify the parameters of the system affected by colored noise.