系统辨识与参数估计.ppt

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1、Chapter3SystemIdentificationandParameterEstimation第三章系统辨识与参数估计3.1Introduction概述3.1.1WhatistheModelofDynamicSystem?什么是模型？Theorymodelandexperimentmodel理论模型与实验模型ModelingfromTheoryandAnalysis:educesystemmodelaccordingtophysical,chemicalorothernaturalrules.理论（分析）建模：根据已知的物理、化

2、学规律推导Inpractice,TheoryModelingisnoteasy.现实中理论建模存在困难ExperimentModeling:Fitthemodeltoexperimentaldataaccordingtoanoptimizedcriterion.实验建模：按一定准则的数据拟和Experimentmodel:holisticapproach,complementedbytheorymodel实验建模的特点：整体性、可用机理模型弥补（互补）Chapter3SystemIdentificationandParameterEs

3、timation第三章系统辨识与参数估计23.1.2SystemIdentificationandParameterEstimation系统辨识与参数估计SystemIdentification:istheexperimentalapproachtoprocessmodeling,andthemodelingmethodforidentificationofdynamicalsystemsfrominput/outputdata,whichconfirmamodelinasetofmodelsthatpresentsthedynami

4、ccharacteristicsofthesystemunderanoptimizedcriterion.系统辨识：根据系统的输入、输出数据，从一类模型中确定出一个在某中意义下最能代表该系统的数学模型。Threeessentials:aninput/outputdada,asetofmodels,andanoptimizedcriterion三个要素：输入/输出数据、模型集、最优准则ParameterEstimation:asimplifiedsystemidentificationproblemwhenthemodelstructu

5、reisknown,onlyitsparametersisunknown.参数估计：结构已知。参数未知时，系统辨识问题的简化Chapter3SystemIdentificationandParameterEstimation第三章系统辨识与参数估计33.1.3DevelopmentofSystemIdentification系统辨识的发展ModernControlTheoryisbasedonknownamathematicmodelofdynamicprocess.现代控制理论建立在数学模型已知的前提下Theobstacleusin

6、gModernControlTheoryinpractice:Itisnoteasytoobtainamathematicmodelofdynamicprocess,thusthetheorydeviatesfromthepractice.实际应用中的障碍：数学模型并不容易获得，造成理论与实际脱节SystemIdentificationandParameterEstimationjustfillupthisgapbetweenthetheoryandthepractice.系统辨识/参数估计正是为了弥合这一差距Chapter3Syst

7、emIdentificationandParameterEstimation第三章系统辨识与参数估计43.1.4Systemidentificationincludesthefollowingsteps系统辨识的步骤Experimentdesign:Itspurposeistoobtaingoodexperimentaldata,itincludesthechoiceofthemeasuredvariablesandofthecharacteroftheinputsignals.实验设计：如何获取尽可能多的信息，包括检测信号和输入信号

8、的选取。Selectionofmodelstructure:Asuitablemodelstructureischosenusingpriorknowledgeandtrialanderror.模型结构：根据先验知识和试