matlab 误差参数,预测误差法参数辨识及其MATLAB仿真

Vol. 17 增刊 系 统 仿 真 学 报 Dec. 2005 JOURNAL OF SYSTEM SIMULATION 145 预测误差法参数辨识及其 MATLAB 仿真 王春民 崔兴华 (吉林大学电子科学与工程学院 长春 130026) 摘 要 预测误差法是一种精确度较高的辨识方法 其辨识误差要远远小于最小二乘法 但由于其计算较复杂 以前使用传统编程语言(FORTRAN,PASCAL, C/C++)很难实现 但使用 MATLAB 系统辨识工具箱函数实现预测误差法辨识就很方便了 且使用 MATLAB 实现预测误差法精确度较高 具有很好的实用价值 文中介绍了参数辨识的预测误差法原理 阐述了 Newton-Raphson 最优化算法在预报误差法参数辨识中的应用 用MATLAB 的系统辨识工具箱和 GUI 图形工具编制了基于 Box-Jenkins 模型的参数辨识仿真程序 pebjident 最后以实例介绍了用此程序进行预测误差法参数辨识的过程 以及辨识结果分析 关键词 预测误差 Newton-Raphson最优化算法 参数辨识 系统辨识工具箱 MATLAB仿真 GUI 图形工具 文章编号 1004-731X (2005) S0-0145-03 中图分类号 TP391.9 文献标识码 A Prediction Error Method for Parameter Identification and Its MATLAB Simulation WANG Chun-min, CUI Xing-hua (Jilin University College of Instrumental Science and Electrical Engineering, Changchun 130026, China) Abstract The prediction error method is a identification algorithm of high precise, its identification error is less than the least square method. It is not easy to carry out the prediction error method identification by traditional program language (FORTRAN, PASCAL, C/C++) because its computation is complexity. But it is expedient to carry out it by the MATLAB System Identification Toolbox. Besides, to carry out it by MATLAB, the identification error of the prediction error method is more precise, so it has a good practical value. This paper introduces the principle of the prediction error method, expatiate the applications of Newton-Raphson optimization algorithm in the prediction error method. Composed the parameter identific