In estimating ARMA(X) processes, the cost function of recursive identification algorithms is not a quadratic form of the model coefficients vector, thus no analytical solution is available and the performance of traditional methods is not satisfactory.
递推辨识ARMA(X)模型,算法的准则函数不是参数向量的二次函数形式,所以相应的解析解不存在,传统的在线递推算法辨识精度不理想。
参考来源 - 化工过程中的若干预测控制算法与应用研究·2,447,543篇论文数据，部分数据来源于NoteExpress
介绍了一种重置协方差阵的递推辨识算法。
A recurrence identification algorithm with co variance matrix reset is presented.
许多用于动态系统在线参数估计的递推辨识算法，同样可以用于离线数据拟合问题。
Many recursive identification algorithms used for on-line estimation of parametersin dynamic systems can also be applied to data fitting for off-line problems.
本文给出这类系统的参数递推辨识算法，克服了迭代算法不能在线运行、需反复矩阵求逆的不足。
This paper presents a recursive parameter identification algorithm for the system. Compared with the iterative algorithm, it can avoid the matrix inversion and can be operated on-line.
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