NARX模型广义频响函数的频率相关幅度界

X. Jing, Z. Lang, S. Billings
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引用次数: 8

摘要

利用n阶广义频率响应函数(GFRF)在n个频率变量中的对称性,研究了外源输入非线性自回归模型(NARX)频率响应函数的新幅度边界。新的n阶对称GFRF幅度界是频率相关的,是一阶GFRF幅度的多项式函数。该多项式函数的系数是模型参数的函数。基于这一结果,系统输出频谱也可以用一阶GFRF幅度的解析多项式函数来限定。与以前的结果相比,边界评价的保守性降低了。几个实例和必要的讨论说明了新结果的潜在应用和有效性。
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Frequency-Dependent Magnitude Bounds of the Generalized Frequency Response Functions for NARX Model
New magnitude bounds of the frequency response functions for the Nonlinear AutoRegressive model with eXogenous input (NARX) are investigated by exploiting the symmetry of the nth-order generalized frequency response function (GFRF) in its n frequency variables. The new magnitude bound of the nth-order symmetric GFRF is frequency-dependent, and is a polynomial function of the magnitude of the first order GFRF. The coefficients of this polynomial function are functions of model parameters. Based on this result, the system output spectrum can also be bounded by an analytical polynomial function of the magnitude of the first order GFRF. The conservatism in the bound evaluations is reduced compared with previous results. Several examples and necessary discussions illustrate the potential application and effectiveness of the new results.
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