时变AR模型正交最小二乘估计法及其工程应用

应用科学学报 ›› 1995, Vol. 13 ›› Issue (4): 457-460.

时变AR模型正交最小二乘估计法及其工程应用

施招云, 周百令

东南大学

收稿日期:1993-12-31 修回日期:1994-04-25 出版日期:1995-12-31 发布日期:1995-12-31
基金资助:
国家教委博士点基金资助课题

AN OTHOGONAL LEAST SQUARE ESTIMATION METHOD OF TIME-VARYING AR MODEL AND ITS APPLICATION IN ENGINEERING

SHI ZHAOYUN, ZHOU BALLING

Southeast University

Received:1993-12-31 Revised:1994-04-25 Online:1995-12-31 Published:1995-12-31

摘要/Abstract

摘要： 指出了时变AR模型LS估计中目前存在的一些问题,并提出了一种正交最小二乘估计方法,在循环冷却水pH值的动态特性的预报控制应用中达到了较高的精度。

关键词: 时变AB模型, 病态, 正交最小二乘, 非平稳

Abstract: The time -varying AR model can be applied to analyse nonstationary signals;the parameters estimation often uses the Least Sqnare methodology now. This papelr provides several problems in LS estimation of this kind of model,and an othogonal LS algorithm is proposed.High accuracy is achieved in predicting the control of the dynamics of pH in cyclic cooling water.

Key words: nonstationary, time-varying AR model, othogonal least square, ill-conditioned

施招云, 周百令. 时变AR模型正交最小二乘估计法及其工程应用[J]. 应用科学学报, 1995, 13(4): 457-460.

SHI ZHAOYUN, ZHOU BALLING. AN OTHOGONAL LEAST SQUARE ESTIMATION METHOD OF TIME-VARYING AR MODEL AND ITS APPLICATION IN ENGINEERING[J]. Journal of Applied Sciences, 1995, 13(4): 457-460.

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