PDF(893 KB)
PDF(893 KB)
PDF(893 KB)
子空间系统辨识方法的系统阶数估计
杨春1, 2,欧进萍1, 3
ORDER ESTIMATION FOR SUBSPACE SYSTEM IDENTIFICATION METHODS
YANG Chun1, 2, OU Jin-ping1, 3
阶数估计是子空间系统辨识方法的一个重要环节,一直以来没有得到很好解决。回顾了以奇异值序列“间断”点、奇异值梯度序列“间断”点、NIC准则和奇异值准则 (SVC) 为判断依据的4种阶数估计方法。并在SVC的基础上提出改进方法MSVC。通过Monte Carlo试验比较了各准则的性能,结果表明MSVC的估计效果优于其它4种准则。并在试验结果的基础上给出了数据块Hankel矩阵的块行数和块列数的取值建议。
Order estimation is an important step for subspace system identification methods, and has not been solved well. Four different estimation criterions, which are the singular value sequences gap, the gradient gap of singular value sequences, NIC and singular value criterion (SVC), are reviewed and an improved criterion MSVC is proposed based on SVC. The performance of these five criterions is compared through Monte Carlo test. The results indicate that the effect of MSVC is superior to others. Some suggestions are presented for the choices of the block row and block column number of the data block Hankel matrix based on the test results.
子空间方法 / 阶数估计 / 奇异值准则 / Monte Carlo {{custom_keyword}} /
subspace methods / order estimation / singular value criterion / Monte Carlo {{custom_keyword}} /
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