在EIV环境中使用分数模型的MISO分数系统识别

Noura Ben Moussa, M. Chetoui, M. Amairi
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引用次数: 1

摘要

提出了一种基于分数阶模型的多输入单输出系统辨识方法。所开发的方法是基于工具变量,并使用高阶统计量(HOS),如三阶累积量,以获得无偏估计。建立了两种不同的情况:第一种情况假设分解MISO系统的单输入-单输出(SISO)系统的分数阶是先验已知的,并且只估计它们的线性系数。在第二种情况下,分数阶与线性系数一起优化。在一个数值例子中,用蒙特卡罗模拟分析了所提出的估计量的一致性。
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MISO fractional systems identification with fractional models in the EIV context
This paper proposes a new multi-input-single-output (MISO) system identification methods with fractional models in the errors-in-variables context. The developed methods are based on the instrumental variables and use the Higher-Order Statistics (HOS), such as the third-order cumulants, to obtain an unbiased estimate. Two different cases are established : the first supposes that the fractional orders of the single input-single-output (SISO) systems decomposing the MISO system are known a priori and only their linear coefficients are estimated. In the second case, the fractional orders are optimized along with linear coefficients. A Monte Carlo simulations are used, in a numerical example, to analyze the consistency of the developed estimators.
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