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文章编号:1672-6987(2026)03-0001-17;DOI:10. 16351/j. 1672-6987. 2026. 03. 001
丁 锋 1,2 ,栾小丽 1 ,徐 玲 3 ,刘喜梅 2 (1. 江南大学 自动化与智能科学学院,江苏 无锡 214122;2. 青岛科技大学 自动化与电子工程学院,山东 青岛 266061; 3. 常州大学 微电子与控制工程学院,江苏 常州 213159)
摘 要:针对多变量受控自回归自回归滑动平均(M-CARARMA)系统,利用耦合辨识概念, 研究和提出了 部分耦合广义增广随机梯度辨识方法、部分耦合多新息广义增广随机梯度辨识方 法、部分耦合广义增广递推梯度辨识方法、部分耦合多新息广义增广递推梯度辨识方法、部分 耦合递推广义增广最小二乘辨识方法、部分耦合多新息广义增广最小二乘辨识方法。 这些耦合 递推广义增广辨识方法可以推广到其他有色噪声干扰下的线性和非线性多变量随机系统中。
关键词:参数估计;递推辨识;多新息辨识;递阶辨识;耦合辨识;最小二乘;多变量系统
中图分类号:TP 273 文献标志码:A
引用格式:丁锋,栾小丽,徐 玲,等 . 耦合辨识(9):多变量 CARARMA 系统的耦合递推广义 增广参数辨识[J]. 青岛科技大学学报(自然科学版),2026,47(3):1-17.
DING Feng, LUAN Xiaoli, XU Ling, et al. Coupling identification. Part I: Coupled recur⁃ sive generalized extended parameter identification for multivariable controlled autoregressive autoregressive moving average systems[J]. Journal of Qingdao University of Science and Technology(Natural Science Edition),2026,47(3):1-17.
Coupling Identification. Part I: Coupled Recursive Generalized Extended Parameter Identification for Multivariable Controlled Autoregressive Autoregressive Moving Average Systems
DING Feng1,2 , LUAN Xiaoli1 , XU Ling3 , LIU Ximei2 (1. School of Automation and Intelligent Science, Jiangnan University, Wuxi 214122, China;2. College of Automation and Electronic Engineering,Qingdao University of Science and Technology, Qingdao 266061, China; 3. School of Microelectronics and Control Engineering, Changzhou University, Changzhou 213159,China)
Abstract:For multivariable controlled autoregressive autoregressive moving average (MCARARMA) models,which are also called multivariable equation-error autoregressive moving average (M-EEARMA) models, this paper investigates and proposes partiallycoupled generalized extended stochastic gradient identification methods,partially-coupled multi-innovation generalized extended stochastic gradient identification methods, partiallycoupled generalized extended recursive gradient identification methods,partially-coupled multiinnovation generalized extended recursive gradient identification methods, partially-coupled recursive generalized extended least squares identification methods, and partially-coupled multi-innovation generalized extended least squares identification methods from available inputoutput data by using the coupling identification concept. These partially-coupled recursive gen⁃ eralized extended identification methods can be extended to other linear and nonlinear multivari⁃ able stochastic systems with colored noises.
Key words:parameter estimation; recursive identification; multi-innovation identification;hierarchical identification; coupling identification; least squares; multivariable system
收稿日期:2026-05-06
基金项目:国家自然科学基金项目(62273167).
作者简介:丁 锋(1963—),男,博士,“泰山学者”特聘教授,博士生导师 .