Decomposition-Based Recursive Least Squares Algorithm for Wiener Nonlinear Feedback FIR-MA Systems Using the Filtering Theory

A decomposition-based recursive least squares algorithm is developed for Wiener nonlinear systems described by finite impulse response moving average models. After transferring a finite impulse response moving average (FIR-MA) model to a controlled autoregressive model, we compute the parameters by combining the decomposition principle and the least squares method and using the filtering idea. The simulation results validate the proposed algorithm.     

A new recursive pseudo least squares algorithm for ARMA filteringand modeling. II

For pt.I see ibid., vol.40, no.11, p.2766-74 (Nov. 1992). A recursive algorithm for ARMA (autoregressive moving average) filtering has been developed in a companion paper. These recursions are seen to have a lattice-like filter structure. The ARMA parameters, however, are not directly available from the coefficients of this filter. The problem of identification of the ARMA model from the coefficients of this filter is addressed here. Two new update relations for certain pseudoinverses are derived and used to obtain a recursive least squares algorithm for AR parameter estimation. Two methods for the estimation of the MA parameters are also presented. Numerical results demonstrate the usefulness of the proposed algorithms     

EM-based recursive estimation of channel parameters

Recursive (online) expectation-maximization (EM) algorithm along with stochastic approximation is employed in this paper to estimate unknown time-invariant/variant parameters. The impulse response of a linear system (channel) is modeled as an unknown deterministic vector/process and as a Gaussian vector/process with unknown stochastic characteristics. Using these models which are embedded in white or colored Gaussian noise, different types of recursive least squares (RLS), Kalman filtering and smoothing and combined RLS and Kalman-type algorithms are derived directly from the recursive EM algorithm. The estimation of unknown parameters also generates new recursive algorithms for situations, such as additive colored noise modeled by an autoregressive process. The recursive EM algorithm is shown as a powerful tool which unifies the derivations of many adaptive estimation methods     

On the recursive solution of the normal equations of bilateralmultivariate autoregressive models

A multivariate version of the bilateral autoregressive (AR) model is proposed, and a recursive algorithm is presented to solve the normal equations of the bilateral multivariate AR models. The recursive algorithm is computationally efficient and easy to implement as a computer program. The recursive algorithm is useful for identifying and smoothing not only bilateral multivariate AR processes but multidimensional multivariate AR processes and multivariate spatio-temporal processes as well     

Least Squares Identification for Hammerstein Multi-input Multi-output Systems Based on the Key-Term Separation Technique

System modeling and parameter estimation are basic for system analysis and controller design. This paper considers the parameter identification problem of a Hammerstein multi-input multi-output (H-MIMO) system. In order to avoid the product terms in the identification model, we derive a pseudo-linear identification model of the H-MIMO system through separating a key term from the output equation of the system and present a hierarchical generalized least squares (LS) algorithm for estimating the parameters of the system. Moreover, we present a new LS algorithm to reduce the computational burden. The proposed algorithms are simple in principle and can achieve a higher computational efficiency than the over-parameterization-based LS estimation algorithm. Finally, we test the proposed algorithms by the simulation example and show their effectiveness.     

On-line spectral estimation of nonstationary time series based onAR model parameter estimation and order selection with a forgettingfactor

A new method for on-line spectral estimation of nonstationary time series via autoregressive (AR) model construction is proposed. The method consists of on-line parameter estimation based on the recursive least squares ladder estimation algorithm with a forgetting factor and on-line order determination based on AIC with some modifications. The effectiveness of the proposed method is demonstrated by computer simulation study and applying to the actual data of electroencephalogram (EEG)     

Low-complexity adaptive decision-feedback equalization of MIMO channels

A new adaptive MIMO channel equalizer is proposed based on adaptive generalized decision-feedback equalization and ordered-successive interference cancellation. The proposed equalizer comprises equal-length subequalizers, enabling any adaptive filtering algorithm to be employed for coefficient updates. A recently proposed computationally efficient recursive least squares algorithm based on dichotomous coordinate descents is utilized to solve the normal equations associated with the adaptation of the new equalizer. Convergence of the proposed algorithm is examined analytically and simulations show that the proposed equalizer is superior to the previously proposed adaptive MIMO channel equalizers by providing both enhanced bit error rate performance and reduced computational complexity. Furthermore, the proposed algorithm exhibits stable numerical behavior and can deliver a trade-off between performance and complexity.     

变遗忘因子递推最小二乘Hammerstein系统辨识算法

摘.要:本论文研究了单输入单输出非线性Hammerstein系统的辨识问题,提出了一种具有变遗忘因子的递推最小二乘算法.由于Hammerstein系统模型的非线性特征,传统的递推最小二乘算法无法直接用来解决该系统的辨识问题.为此,论文将Hammerstein系统参数进行了映射变换,使得变换后的系统参数与Hammerst...     

Recursive blind identification of non-Gaussian time-varying ARmodel and application to blind equalisation of time-varying channel

A novel method for the blind identification of a non-Gaussian time-varying autoregressive model is presented. By approximating the non-Gaussian probability density function of the model driving noise sequence with a Gaussian-mixture density, a pseudo maximum-likelihood estimation algorithm is proposed for model parameter estimation. The real model identification is then converted to a recursive least squares estimation of the model time-varying parameters and an inference of the Gaussian-mixture parameters, so that the entire identification algorithm can be recursively performed. As an important application, the proposed algorithm is applied to the problem of blind equalisation of a time-varying AR communication channel online. Simulation results show that the new blind equalisation algorithm can achieve accurate channel estimation and input symbol recovery     

Robust M-estimate adaptive filtering

An M-estimate adaptive filter for robust adaptive filtering in impulse noise is proposed. Instead of using the conventional least-square cost function, a new cost function based on an M-estimator is used to suppress the effect of impulse noise on the filter weights. The resulting optimal weight vector is governed by an M-estimate normal equation. A recursive least M-estimate (RLM) adaptive algorithm and a robust threshold estimation method are derived for solving this equation. The mean convergence performance of the proposed algorithm is also analysed using the modified Huber (1981) function (a simple but good approximation to the Hampel's three-parts-redescending M-estimate function) and the contaminated Gaussian noise model. Simulation results show that the proposed RLM algorithm has better performance than other recursive least squares (RLS) like algorithms under either a contaminated Gaussian or alpha-stable noise environment. The initial convergence, steady-state error, robustness to system change and computational complexity are also found to be comparable to the conventional RLS algorithm under Gaussian noise alone     

基于滑动窗与韧性函数的递归最小p范数滤波方法

稳定分布可以更好地描述实际应用中所遇到的具有显著脉冲特性的随机信号和噪声。与其它统计模型不同, 稳定分布没有统一闭式的概率密度函数,其二阶及二阶以上统计量均不存在。针对系统中存在独立SS噪声与高斯噪声,该文基于SSG分布模型,提出了一种混合噪声环境下基于滑动窗与韧性函数自适应广义递归最小p范数滤波算法,并对算法进行了分析。计算机模拟和分析表明,这种算法是一种在SSG分布背景噪声条件下具有良好鲁棒性的方法。     

Numeric Variable Forgetting Factor RLS Algorithm for Second-Order Volterra Filtering

Nonlinear adaptive filtering techniques for system identification (based on the Volterra model) are widely used for the identification of nonlinearities in many applications. In this correspondence, the improved tracking capability of a numeric variable forgetting factor recursive least squares (NVFF-RLS) algorithm is presented for first-order and second-order time-varying Volterra systems under a nonstationary environment. The nonlinear system tracking problem is converted into a state estimation problem of the time-variant system. The time-varying Volterra kernels are governed by the first-order Gauss–Markov stochastic difference equation, upon which the state-space representation of this system is built. In comparison to the conventional fixed forgetting factor recursive least squares algorithm, the NVFF-RLS algorithm provides better channel estimation as well as channel tracking performance in terms of the minimum mean square error (MMSE) for first-order and second-order Volterra systems. The NVFF-RLS algorithm is adapted to the time-varying signals by using the updating prediction error criterion, which accounts for the nonstationarity of the signal. The demonstrated simulation results manifest that the proposed method has good adaptability in the time-varying environment, and it also reduces the computational complexity.     

非线性Volterra系统的总体全解耦自适应滤波

研究输入、输出观测数据均受噪声干扰时的非线性Volterra系统的全解耦自适应滤波问题.基于总体最小二乘技术和Volterra滤波器的伪线性组合结构,运用约束优化问题的分析方法研究Volterra滤波过程,从而建立了一种总体全解耦自适应滤波算法.并建立了分析该算法收敛性能的参数反馈调整模型,分析表明,该算法可使各阶Volterra核稳定地收敛到真值.仿真实验的结果表明,当输入、输出观测数据均受噪声干扰时,总体全解耦自适应滤波算法的鲁棒抗噪性能和滤波精度均优于全解耦LMS自适应滤波算法.     

Multivariate ARMA modeling by scalar algorithms

An algorithm for multichannel autoregressive moving average (ARMA) modeling which uses scalar computations only and is well suited for parallel implementation is proposed. The given ARMA process is converted to an equivalent scalar, periodic ARMA process. The scalar autoregressive (AR) parameters are estimated by first deriving a set of modified Yule-Walker-type equations and then solving them by a parallel, order recursive algorithm. The moving average (MA) parameters are estimated by a least squares method from the estimates of the input samples obtained via a high-order, periodic AR approximation of the scalar process     

广义最大总体相关熵自适应滤波算法

在输入与输出信号都被噪声污染的含误差变量模型( errors-in-variables model, EIV)中,总体最小二乘算法已经得到了广泛地应用。然而在脉冲噪声干扰的情况下,其收敛性能就会恶化。因此为了处理这种被脉冲噪声污染的含误差变量模型的情况,本文将广义最大相关熵准则与总体最小二乘估计方法结合,提出了一种鲁棒的广义最大总体相关熵自适应滤波算法。通过算法仿真比较的结果得出所提出的算法在脉冲噪声环境下能够有效地抑制脉冲噪声的存在,有着较好的收敛性能和鲁棒性。      

Fast adaptive algorithms for multichannel filtering and systemidentification

Fast transversal and lattice least squares algorithms for adaptive multichannel filtering and system identification are developed. Models with different orders for input and output channels are allowed. Four topics are considered: multichannel FIR filtering, rational IIR filtering, ARX multichannel system identification, and general linear system identification possessing a certain shift invariance structure. The resulting algorithms can be viewed as fast realizations of the recursive prediction error algorithm. Computational complexity is then reduced by an order of magnitude as compared to standard recursive least squares and stochastic Gauss-Newton methods. The proposed transversal and lattice algorithms rely on suitable order step-up-step-down updating procedures for the computation of the Kalman gain. Stabilizing feedback for the control of numerical errors together with long run simulations are included     

基于RLS的二次加权相关时延估计算法

针对测向定位中时延估计的问题,提出了一种基于递推最小二乘（Recursive Least Squares,RLS）算法的二次加权相关时延估计方法。该方法在二次相关算法基础上,一方面引入RLS算法,在二次相关前进行自适应滤波,提高系统抗噪能力,且具有较快的收敛速度;另一方面借鉴广义互相关的思路,引入加权函数,并且采用二次加权方式,提高时延估计的性能。仿真结果表明,在低信噪比环境下,基于RLS的二次加权相关时延估计法使谱峰更加尖锐,抑制了噪声的影响,提高了估计的精度。     

多平台对单目标的被动跟踪系统研究

由于多平台对单目标的被动系统具有隐蔽性强、实时性好等优点,因此近年来成为电子战领域研究的热点之一。针对多平台观测下的单目标被动跟踪系统进行了研究,首先提出2种跟踪系统结构:一是基于最小二乘(LS)和线性卡尔曼滤波(KF)相结合的伪线性模型系统,二是基于扩展卡尔曼滤波(EKF)并行滤波技术的非线性跟踪系统;其次分别给出具体设计步骤,并在计算机上进行仿真验证。仿真结果表明,基于EKF的非线性并行滤波技术对目标跟踪精度较高。     

A fast learning algorithm for Gabor transformation

An adaptive learning approach for the computation of the coefficients of the generalized nonorthogonal 2-D Gabor (1946) transform representation is introduced. The algorithm uses a recursive least squares (RLS) type algorithm. The aim is to achieve minimum mean squared error for the reconstructed image from the set of the Gabor coefficients. The proposed RLS learning offers better accuracy and faster convergence behavior when compared with the least mean squares (LMS)-based algorithms. Applications of this scheme in image data reduction are also demonstrated.     

An efficient recursive total least squares algorithm for FIRadaptive filtering

An algorithm for recursively computing the total least squares (TLS) solution to the adaptive filtering problem is described. This algorithm requires O(N) multiplications per iteration to effectively track the N-dimensional eigenvector associated with the minimum eigenvalue of an augmented sample covariance matrix. It is shown that the recursive least squares (RLS) algorithm generates biased adaptive filter coefficients when the filter input vector contains additive noise. The TLS solution on the other hand, is seen to produce unbiased solutions. Examples of standard adaptive filtering applications that result in noise being added to the adaptive filter input vector are cited. Computer simulations comparing the relative performance of RLS and recursive TLS are described