第一章 概述

辨识（Identification）、状态估计和控制理论在现代控制理论中是密不可分的，它们互相渗透。辨识和状态估计离不开控制理论的支持，控制理论的应用几乎不能没有辨识和估计技术。由此可见，辨识在科研与实际应用领域都有很高的实用价值。

所谓辨识，就是从含有噪声的输入、输出数据中提取被研究对象的数据模型。此数据模型只是过程的输入输出特性在某种意义下的近似，而近似的准确度一般取决于采样数据的精度以及辨识方法的合理性。

辨识的目的是根据过程所提供测量的数据等信息，在某种准则意义下，估计出模型的未知参数，其基本原理如图1.1所示：

-Identification (Identification), state estimation and control theory in modern control theory are inextricably linked, they penetrate each other. Identification and control of state estimation theory is inseparable from the support of the application of control theory can hardly no identification and estimation techniques. This shows that the identification of the research and practical application areas have high practical value. The so-called identification, is to contain noise from the input and output data from the study was the data model. This data model is the process of input and output characteristics in a certain sense of approximation, while similar to the general accuracy of the data depends on the accuracy of sampling and identification method is reasonable. Identification wit