关键词: General模型, 递推广义增广最小二乘, 辅助变量法, 参数估计

Abstract: For General model system of existing correlated interferential noise，this paper researches on a new method of identification，first of all system model is approximated by using to FIR model，and to obtain a Box-Jenkins model which can be identified by the Instrumental Variable method，and finally to determine the parameters of the original systems by means of the model equivalence principle.The simulation results indicate that Recursive Instrumental Variable(RIV)method has better parameter estimation than Recursive Generalized Extended Least Squares(RGELS) in this approximation.

Key words: General model, recursive generalized extended least squares, Instrumental Variable, parameter estimation