ALS법에 의한 시스템동정

System Identification by Adjusted Least Squares Method

  • 이동철 (부경대학교 전기.제어계측공학부) ;
  • 배종일 (부경대학교 전기.제어계측공학부) ;
  • 정형환 (부경대학교 전기.제어계측공학부) ;
  • 조봉관 (동아대학교 전기.전자.컴퓨터공학부)
  • Lee, Dong-Cheol (Dept. of Electric.Control & Instrumentation Eng., Pukyong Natl. Univ.) ;
  • Bae, Jong-Il (Dept. of Electric.Control & Instrumentation Eng., Pukyong Natl. Univ.) ;
  • Chung, Hwung-Hwan (Dept. of Electric.Control & Instrumentation Eng., Pukyong Natl. Univ.) ;
  • Jo, Bong-Hwan (Dept. of Electric.Electronic & Computer Eng., Dong-A Univ.)
  • 발행 : 2002.07.10

초록

A system identification is to measure the output in the presence of a adequate input for the controlled system and to estimate the mathematical model in the basic of input output data. In the system identification, it is possible to estimate the true parameter values by the adjusted least squares method in the input-output case of no observed noise, and it is possible to estimate the true parameter values by the total least squares method in the input-output case with the observed noise. In recent the adjusted least squares method is suggested as a consistent estimation method in the system identification not with the observed noise input but with the observed noise output. In this paper we have developed the adjusted least squares method from the least squares method and have made certain of the efficiency in comparing the estimating results with the generating data by the computer simulations.

키워드