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系统辨识

系统辨识. 王国利 信息科学与技术学院 中山大学. 201 3 -201 4学年第三学期第十讲. 最小二乘辨识法. 最小二乘辨识法. 最小二乘辨识法. 最小二乘辨识法. 最小二乘解的几何意义. 最小二乘辨识法. 最小二乘辨识法. 最小二乘辨识法. 计算 G N+1. 最小二乘辨识法. 最小二乘辨识法. 最小二乘辨识法. 最小二乘辨识法. (A+BC) - 1 = A - 1 –A - 1 B (I+CA - 1 B) - 1 CA - 1. 新采样的数据 { u N+ 1 , y N+ 1 } ，有递推关系

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系统辨识

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  1. 系统辨识 王国利 信息科学与技术学院 中山大学 2013-2014学年第三学期第十讲

  2. 最小二乘辨识法

  3. 最小二乘辨识法

  4. 最小二乘辨识法

  5. 最小二乘辨识法 最小二乘解的几何意义

  6. 最小二乘辨识法

  7. 最小二乘辨识法

  8. 最小二乘辨识法

  9. 计算GN+1

  10. 最小二乘辨识法

  11. 最小二乘辨识法

  12. 最小二乘辨识法

  13. 最小二乘辨识法 (A+BC)-1 =A-1 –A-1B (I+CA-1B)-1CA-1 新采样的数据{uN+1, yN+1}，有递推关系 ΦN+1=[λΦNTφN+1]T YN+1=[λYNTyN+1]T 进一步 PN+1=[ΦN+1TΦN+1] -1 =[λ2ΦNTΦN+φN+1φN+1T] -1 =[λ2PN-1 +φN+1φN+1T]-1 =[PN-1(λ2 I+ PNφN+1φN+1T)]-1 =[λ2 I+PNφN+1φN+1T]-1PN =λ-2[I-PNφN+1(λ2+φN+1TPNφN+1)-1φN+1T]PN

  14. 最小二乘辨识法

  15. 最小二乘辨识法

  16. 最小二乘辨识法

  17. 最小二乘辨识法

  18. 最小二乘辨识法

  19. 作业

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