一 引言由于随机系统闭环辨识的重要性及其困难,近年来,很多学者对此作了研究,并得到了不少有意义的结果。到目前为止,主要的方法有两个,一个是 L.Ljung 等提出的切换调节器的随机系统闭环辨识方法,另一个是 G·C·Goodwin 等提出的谱分解的辨识方法。本文对L·Ljung 等的方法作一评述,并介绍这方面新近获得的一些成果。 I. INTRODUCTION Due to the importance and difficulty of closed-loop identification of stochastic systems, many scholars have done some research in this field and obtained many meaningful results. So far, there are two main methods, one is the closed-loop identification method of switching regulator random system proposed by L. Ljung et al., And the other is the identification of spectral decomposition proposed by CG Goodwin et al. This article gives a commentary on the methods of L. Ljung et al. And introduces some of the newly obtained results in this area.