Using the inversion of the auto correlation function Toeplitz matrix of pseudo random binary sequence (PRBS) derived in this paper and the theorem of partitioned matrix inversion, a fast multistage least squares (FM...Using the inversion of the auto correlation function Toeplitz matrix of pseudo random binary sequence (PRBS) derived in this paper and the theorem of partitioned matrix inversion, a fast multistage least squares (FMLS) method is developed. Its performances are theoretically analyzed and digital simulation is made to compare FMLS with multistage least squares (MSLS), correlation least squares(COR LS) and LS for their computer speed and identification accuracy. Finally, FMLS is applied to identifying the heat excharger dynamics. It is shown that FMLS is a good and effective identification technique.展开更多
The accuracy of parameter estimation is critical when digitally modeling a ship. A parameter estimation method with constraints was developed, based on the variational method. Performance functions and constraint equa...The accuracy of parameter estimation is critical when digitally modeling a ship. A parameter estimation method with constraints was developed, based on the variational method. Performance functions and constraint equations in the variational method are constructed by analyzing input and output equations of the system. The problem of parameter estimation was transformed into a problem of least squares estimation. The parameter estimation equation was analyzed in order to get an optimized estimation of parameters based on the Lagrange multiplication operator. Simulation results showed that this method is better than the traditional least squares estimation, producing a higher precision when identifying parameters. It has very important practical value in areas of application such as system identification and parameter estimation.展开更多
文摘Using the inversion of the auto correlation function Toeplitz matrix of pseudo random binary sequence (PRBS) derived in this paper and the theorem of partitioned matrix inversion, a fast multistage least squares (FMLS) method is developed. Its performances are theoretically analyzed and digital simulation is made to compare FMLS with multistage least squares (MSLS), correlation least squares(COR LS) and LS for their computer speed and identification accuracy. Finally, FMLS is applied to identifying the heat excharger dynamics. It is shown that FMLS is a good and effective identification technique.
基金Supported by the Navy Equipment Department Foundation under Grant No. 2009(189)
文摘The accuracy of parameter estimation is critical when digitally modeling a ship. A parameter estimation method with constraints was developed, based on the variational method. Performance functions and constraint equations in the variational method are constructed by analyzing input and output equations of the system. The problem of parameter estimation was transformed into a problem of least squares estimation. The parameter estimation equation was analyzed in order to get an optimized estimation of parameters based on the Lagrange multiplication operator. Simulation results showed that this method is better than the traditional least squares estimation, producing a higher precision when identifying parameters. It has very important practical value in areas of application such as system identification and parameter estimation.
