多变量输出误差类模型的多新息随机梯度算法-控制理论与控制工程专业论文.docxVIP

摘要 摘要 II II 电 Abstract Abstract Compared with the single-variable systems，the multivariable systems are charactered by strong coupling and heavy interference ，so the multivariable systems described the characterstics of the industηproc栅 more accurately and completely，and more similar to the ωntrolsystems than the single-variable systems; however ，the parameter identification of the multívariable sy萨 tems ?s much more diflìcult than that of the singlφvariable systems because of the strong coupling of the multivariable systems. therefore ，the researches of identification for multivari- able systems are of great importance. The multi-innovation stochastic gradient algorithms for multivariable output error category models are proposed b翩。d on a large number of reference， and the simulations to t创t the algorithms is also conducted. The achivements of the thesis are as fol1ows: An auxiliary bωed stochastic gradient algorithm is obtained for the multivariable output 缸 ror models. In order to achieve a fast convergence rate，an auxiliary based multi-innovation stochastic gradient algorithm is proposed according to the multi-ínnovation identification theory. The simulation results show that the performance of the auxiliary based multi- innovation stochastic gradient algorithm is much better than other algorithms. And the research also find that performanc咽。f the proposed algorithm are determined by the length of innovation. For the multivariable output error moving average models，the colored noise is expand ?nto the the information vector ，and the value of the colored noise is got by estimating. and then the auxiliary based extended multiinnovation stochastic gradíent algorithm is deduced. The simulation not only demonstrates the effectiveness of the algorithm ，but also 缸ld that the performance of the algorithm is better for the lowerorder models. For the the multivariable output error autoregressive average models，the output of the noise models is e