Identification of unstable systems using output error and Box-Jenkins model structures
Identification of unstable systems using output error and Box-Jenkins model structures
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使用输出误差和 Box-Jenkins 模型结构识别不稳定系统
DOI：
10.1109/cdc.1998.761844
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发表时间：
1998
期刊：
影响因子：
--
通讯作者：
L. Ljung
中科院分区：
文献类型：
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作者：
U. Forssell;L. Ljung
众所周知，输出误差和Box-Jenkins模型结构不能用于不稳定系统的预测误差辨识。这样做的原因是，这种情况下的预测值通常是不稳定的。通常，这个问题是通过将参数向量投影到稳定区域来处理的，当基础系统不稳定时，这会给出错误的结果。这项工作的主要贡献是，我们得到了这些模型结构的修改但渐近等价的版本，这些版本也可以应用于不稳定系统的情况。
It is well known that the output error and Box-Jenkins model structures cannot be used for prediction error identification of unstable systems. The reason for this is that the predictors in this case generically will be unstable. Typically this problem is handled by projecting the parameter vector into the region of stability which gives erroneous results when the underlying system is unstable. The main contribution of this work is that we derive modified, but asymptotically equivalent, versions of these model structures that can be applied also in the case of unstable systems.