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本文提出ARMA过程线性估计的一种自适应两步算法结构。第一步用自适应滤波把非线性估计转化为线性问题;第二步用递推算法估计ARMA参数。这种结构,对具体的运算速度和估计性能要求,在算法选择上有很大的灵活性。模拟计算和振动系统模态参数辨识的实例表明,这种算法结构合理,简单可行。
In this paper, an adaptive two-step algorithm structure for linear estimation of ARMA process is proposed. The first step uses adaptive filtering to transform nonlinear estimates into linear problems. The second step uses recursive algorithms to estimate ARMA parameters. This kind of structure, to the specific computation speed and the estimation performance request, has the very big flexibility in the algorithm choice. The simulation calculation and the identification of the modal parameters of the vibration system show that this algorithm is reasonable, simple and feasible.