基于系统冲击响应的时间序列建模方法

英文篇名：Time Series Modeling for System Identification Based on Impulse Response
中文刊名：探测与控制学报
英文刊名：Journal of Detection & Control
作者：徐洪涛 ; 王跃钢 ; 崔洪亮 ; 蒲源
英文作者：XU Hongtao1 ; WANG Yuegang1 ; CUI Hongliang2 ; PU Yuan 2 (1.The Second Artillery Engineering College ; Xian 710025 ; China ; 2.The Second Artillery Sergeant School ; Qingzhou 262500 ; China)
中文关键词：系统辨识 ; ARMA ; 冲击响应信号
英文关键词：system identification ; ARMA ; impulse response signal
出版日期：2010-06-26
机构：第二炮兵工程学院;第二炮兵士官学校;
年：2010
期：03
出版单位：探测与控制学报

摘要

针对在工程实际中很难得到系统准确的白噪声响应信号,因而给系统ARMA(Auto-regressive Moving-average)时间序列模型辨识带来一定不便的问题,提出了一种基于系统冲击响应信号ARMA时间序列建模方法。利用系统白噪声输入响应信号与冲击输入响应信号的相关函数之间的比例关系,构造基于冲击响应信号相关函数的参数求解方程组,以达到系统模型参数的辨识。该方法利用系统冲击响应输出信号即可有效地实现系统的ARMA建模,同时又避免了常规建模方法中获取系统白噪声响应的不便。仿真实验表明,该方法能够有效辨识系统模型。
It is hard to get the systeme's white noise response in practical engineering,which is inconvenient to the modal identification of the system.Aimed to this problem,an auto regressive moving average time series(ARMA) method based on the impulse response was proposed.Utilizing the proportion relation of related function between the white noise response and impulse response,parameter equations were built on the related function of the impulse response and parameters of the model could be identified directly.This method avoided the inconvenience to gain the white noise response.Computer simulations verified the effectiveness of the method in the model identification.

引文

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