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首页> 外文期刊>IEEE transactions on circuits and systems . I , Regular papers >Empirical frequency-domain optimal parameter estimate for black-box processes
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Empirical frequency-domain optimal parameter estimate for black-box processes

机译:黑盒过程的经验频域最优参数估计

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摘要

Most of the previous signal processing identification results have been achieved using either time-domain or frequency-domain algorithms. In this study, the two methods were combined to create a novel identification algorithm called the empirical frequency-domain optimal parameter (EFOP) estimate and the recursive EFOP algorithm for common linear stochastic systems disturbed with noise. A general prediction error criterion was introduced in the time-domain estimate. By minimizing the frequency-domain estimate, some general prediction error criteria were constructed for Black-box models. Then, the parameter estimation was obtained by minimizing the general prediction error criterion. This method theoretically provides the globally optimum frequency-domain estimate of the model. It has advantages in anti-disturbance performance, and can precisely identify a model with fewer sample numbers. Lastly, some simulations were carried out to demonstrate the validity of the new method.
机译:先前的大多数信号处理识别结果都是使用时域或频域算法实现的。在这项研究中,这两种方法相结合,创建了一种新颖的识别算法,称为经验频域最优参数(EFOP)估计和递归EFOP算法,用于受噪声干扰的常见线性随机系统。在时域估计中引入了一般的预测误差准则。通过最小化频域估计,为黑盒模型构建了一些通用的预测误差标准。然后,通过最小化一般预测误差准则来获得参数估计。该方法理论上提供了模型的全局最优频域估计。它在抗干扰性能方面具有优势,并且可以以更少的样本数量精确识别模型。最后,通过仿真实验证明了该方法的有效性。

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