关键词: 参数估计, 最小二乘, 伪线性系统, 数据滤波, 辅助模型

Abstract: For the pseudo-linear output errorregressive systems whose identification model has the unknown variables in the information vector, this paper presented an auxiliary model based recursive least squares parameter estimation algorithm that was derived through constructing an auxiliary model and replacing the unknown inner variables with the outputs of the auxiliary model, but the effect was not good. Furthermore, through filtering the observation data with the estimated transfer function of the noise model and using the filtered data to estimate the parameters, the authors presented a data filtrating based recursive least squares parameter estimation algorithm. The simulation results show that the proposed algorithm can estimate the parameters of pseudo-linear output errorregressive systems effectively.

Key words: parameter estimation, least squares, pseudo-linear system, data filtering, auxiliary model