入出力誤差分散推定を用いたー入力ー出力システムのパラメータ同定アルゴリズ厶

摘要

A new algorithm is proposed to estimate parameters of SISO system. The proposed method is applied to the errors-in-variables (EIV) models. The algorithm uses an iterative calculation and it consists of two parts. One part is the estimation of the system parameters using the variances of errors. The other part is the estimation of the variances of errors using the system parameters. The estimation of the system parameters is one of the least squares identification algorithms using eigenvector. The variances of errors is estimated by solving linear simultaneous equations derived from the difference equation of the system. An experimental result and some simulations show the effectiveness of the proposed method. The proposed method is simple and easy to be understood. Therefore, it is easy to adopt the proposed method in practical system.%今回，同定計算に必要な入出力の誤差の分散を逐次的に推定することによる，比較的簡単な，固有ベクトルを用いた変数誤差モデルに対する同定法を提案する.ある実験データに適用した結果およびシミュレーション結果から，本同定法の有効性が確認された.本方法は，理解しやすい手法であり，実際的なシステムの同定に有効であるという特徴がある.