非线性非高斯结构系统识别的粒子滤波方法
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摘要
采用粒子滤波方法(PF方法)在非高斯噪声条件下对非线性系统进行参数识别。传统扩展卡尔曼滤波(EKF)方法具有高斯噪声假设与非线性系统线性化的缺陷,PF方法可以克服EKF方法的缺点;因此在系统识别中具有很强的鲁棒性,更适合进行非线性结构系统参数识别。数值仿真结果发现PF方法的系统识别精度高于EKF方法,证明PF方法在非线性非高斯结构系统识别中的有效性。
A particle filtering(PF)method is utilized to identify a nonlinear structural system with non-Gaussian noise.Traditional extend Kalman filtering(EKF)method has some disadvantages in Gaussian noise hypothesis and to linearize nonlinear system,but the PF method can conquer such disadvantages of EKF method.Therefore,the PF method has great robust ability.It is suitable to nonlinear non-Gaussian structural parameter estimation.The numerical simulations confirm effectiveness of the proposed method for the online structural system identification.
引文
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