基于偏差补偿最小二乘的 EIV MISO Hammerstein-Wiener 系统参数一致性辨识
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重庆邮电大学

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TP273

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国家自然科学基金项目(62373070);新重庆青年创新人才项目(CSTB2024NSCQ-QCXMX0054);重庆市人才项目(cstc2024ycjh-bgzxm0037);重庆市教育委员会科学技术研究项目(KJZD-M202300602)


Consistent Identification of EIV MISO Hammerstein-Wiener Systems Based on Bias-Compensated Least Squares
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National Natural Science Foundation(62373070),New Chongqing Youth Innovation Talent Project(CSTB2024NSCQ-QCXMX0054),Chongqing Talent Program (cstc2024ycjh-bgzxm0037); Chongqing Municipal Education Commission Science and Technology Research Project (KJZD-M202300602)

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    摘要:

    针对输入输出数据均受加性白噪声污染的误差变量(Error-In-Variables, EIV)多输入单输出(Multiple-Input Single-Output, MISO)Hammerstein-Wiener 系统参数辨识问题, 本文提出了一种偏差补偿的最小二乘(least square, LS)辨识算法, 旨在实现对具有非线性特性的误差变量多输入单输出 Hammerstein-Wiener 系统的一致辨识. 首先, 基于矩阵重构理论揭示了经典最小二乘法产生估计偏差的本质原因, 得到了估计偏差解析表达式. 其次, 针对实际工业系统噪声方差未知的情形, 提出多维搜索算法实现了对噪声方差的精准估计. 接着, 基于平稳随机过程高阶矩理论提出了偏差估计算法, 以消除估计偏差实现对模型参数的一致估计. 最后,通过不同噪声水平下的蒙特卡洛仿真,验证了所提偏差补偿最小二乘(Bias-Correction Least Square,BCLS)算法相比传统最小二乘法及其他对比方法在参数估计精度和输出拟合度方面均具有显著优势,进一步验证了算法的有效性和鲁棒性.

    Abstract:

    This paper addresses the parameter identification problem for multi-input single-output Hammerstein-Wiener systems with errors-in-variables (Error-In-Variables, EIV), where both input and output measurements are corrupted by additive white noise. A bias-compensated least squares (Least Square, LS) algorithm is proposed to achieve consistent estimation of the nonlinear EIV MISO Hammerstein-Wiener model. First, the inherent bias mechanism in conventional LS estimation is analytically investigated using matrix reconstruction theory, yielding an explicit bias expression. Second, a multi-dimensional search algorithm is developed to accurately estimate unknown noise variances, which is crucial for practical industrial applications. Furthermore, a bias elimination scheme based on higher-order moment theory of stationary stochastic processes is introduced to ensure consistent parameter estimation. Finally, Monte Carlo simulation experiments under various noise levels demonstrate that the proposed Bias-Correction Least Squares(BCLS) algorithm achieves significant improvements over the conventional least-squares method and other comparative approaches in both parameter estimation accuracy and output fitting performance, thereby corroborating the effectiveness and robustness of the proposed algorithm.

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  • 收稿日期:2026-02-06
  • 最后修改日期:2026-06-20
  • 录用日期:2026-06-25
  • 在线发布日期: 2026-07-09
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