基于卡尔曼滤波的SARX模型辨识算法.pdf

SARX 100084 SARX TP273 A Kalman-Filter-Based Approach to Identification of SARX Systems Xiong Jie , Zhou Tong Department of Automation, Tsinghua University, Beijing, 100084 Abstract: Identification of switching autoregressive exogenous (SARX) systems is discussed in this paper. On the basis of a relation between the Kalman filter and recursive least squares (RLS) estimation, it is sh