Identification of Dynamical Systems
Identification of Dynamical Systems
复制标题
动力系统的辨识
DOI：
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发表时间：
2009
期刊：
影响因子：
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通讯作者：
M. Münchhof
中科院分区：
文献类型：
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作者：
R. Isermann;M. Münchhof
对于许多应用，从控制工程到自然科学和经济学，必须推导出精确的动态模型。在绝大多数应用中，这种精确的模型不能仅通过理论考虑推导出来。这本书讨论了方法，它允许基于在过程中采取的测量来确定动态模型，这分别被称为系统识别或过程识别。在简短地介绍了连续时间和离散时间线性系统所需的方法之后，重点首先放在使用傅立叶变换、频率响应测量和相关分析等方法识别连续时间信号的非参数模型上。然后，介绍了参数模型的参数估计，重点介绍了最小二乘方法，并对其进行了一些最突出的改进。讨论了时变过程的参数估计、闭环中的参数估计、微分方程的参数估计、连续时间过程的参数估计以及算法的有效实现等问题。对各种方法进行了比较，并对神经网络和查表等非线性系统辨识方法进行了展望。真实的实验数据是在光盘上给出的，允许测试许多方法在书中提出的实际测量。12-14周的研究生课程的Powerpoint幻灯片可以提供给教师。
For many applications, ranging from controls engineering to natural sciences and economics, precise dynamic models must be derived. In the vast majority of applications, such precise models cannot be derived by theoretical considerations only. The book discusses methods, which allow the determination of dynamic models based on measurements taken at the process, which is known as system identification or process identification respectively. After a short introduction into the required methodology of continuous-time and discrete-time linear systems, the focus is first on the identification of non-parametric models with continuous-time signals employing methods such as Fourier transform, measurement of the frequency response and correlation analysis. Then, the parameter estimation for parametric models is presented with a focus on the method of Least Squares, followed by some of its most prominent modifications.Issues such as parameter estimation for time-variant processes, parameter estimation in closed-loop, parameter estimation for differential equations, continuous time processes and efficient implementations of the algorithms are discussed. The different methods are compared and an outlook is given on non-linear system identification methods, such as neural networks and look-up tables. Real experimental data are given on CD-ROM, allowing to test many of the methods presented in the book with real measurements. Powerpoint slides for a 12-14 week graduate level course can be made available to teachers.