minerva-stephens
Uploaded by
19 SLIDES
440 VUES
190LIKES

系统辨识

DESCRIPTION

系统辨识. 王国利 信息科学与技术学院 中山大学. 201 3 -201 4学年第三学期第十讲. 最小二乘辨识法. 最小二乘辨识法. 最小二乘辨识法. 最小二乘辨识法. 最小二乘解的几何意义. 最小二乘辨识法. 最小二乘辨识法. 最小二乘辨识法. 计算 G N+1. 最小二乘辨识法. 最小二乘辨识法. 最小二乘辨识法. 最小二乘辨识法. (A+BC) - 1 = A - 1 –A - 1 B (I+CA - 1 B) - 1 CA - 1. 新采样的数据 { u N+ 1 , y N+ 1 } ，有递推关系

1 / 19

Télécharger la présentation

系统辨识

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. 系统辨识 王国利 信息科学与技术学院 中山大学 2013-2014学年第三学期第十讲

  2. 最小二乘辨识法

  3. 最小二乘辨识法

  4. 最小二乘辨识法

  5. 最小二乘辨识法 最小二乘解的几何意义

  6. 最小二乘辨识法

  7. 最小二乘辨识法

  8. 最小二乘辨识法

  9. 计算GN+1

  10. 最小二乘辨识法

  11. 最小二乘辨识法

  12. 最小二乘辨识法

  13. 最小二乘辨识法 (A+BC)-1 =A-1 –A-1B (I+CA-1B)-1CA-1 新采样的数据{uN+1, yN+1}，有递推关系 ΦN+1=[λΦNTφN+1]T YN+1=[λYNTyN+1]T 进一步 PN+1=[ΦN+1TΦN+1] -1 =[λ2ΦNTΦN+φN+1φN+1T] -1 =[λ2PN-1 +φN+1φN+1T]-1 =[PN-1(λ2 I+ PNφN+1φN+1T)]-1 =[λ2 I+PNφN+1φN+1T]-1PN =λ-2[I-PNφN+1(λ2+φN+1TPNφN+1)-1φN+1T]PN

  14. 最小二乘辨识法

  15. 最小二乘辨识法

  16. 最小二乘辨识法

  17. 最小二乘辨识法

  18. 最小二乘辨识法

  19. 作业

More Related