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1.
该文研究了Hammerstein系统参数辨识和非线性系统预测问题,提出一种基于非凸投影的自适应滤波算法。论文将问题归结为具有非凸可行域的约束优化问题,并建立了基于交替方向乘子法(ADMM)和递归最小二乘相结合的算法框架。在该算法框架下,非凸约束优化问题的全局最优解可通过岭回归和欧几里得(Euclid)投影循环计算得到。将提出的算法分别应用于Hammerstein系统的参数辨识、非线性未知系统预测以及非线性声学回声消除,并进行仿真实验,结果显示所提算法具有较好的收敛性和稳定性,能够得到较准确的辨识和预测效果。  相似文献   

2.
新颖的能量函数准则下的主分量分析算法   总被引:2,自引:0,他引:2  
欧阳缮  保铮  廖桂生 《通信学报》2000,21(10):68-72
本文通过一个新颖的能量函数把Oja规则与准确的梯度搜索联系起来,从而证明了Oja规则可以通过梯度搜索而获得。推导了相应的梯度算法和递归最小二乘算法,根据Lyapunov稳定性原理和随机扰动理论分析了算法的全局渐近收敛性能。最后,给出了跟踪时变DOA的计算机模拟结果。  相似文献   

3.
平均自适应滤波的信道均衡算法研究   总被引:1,自引:0,他引:1  
赵春晖  张哲 《信息技术》2004,28(6):102-104
近年来数字传输系统的信道均衡侧重于训练时间的缩短和跟踪速度的加快,需要研究快速收敛的自适应算法。从这点考虑递归最小二乘(RLS)均衡器是最佳的选择,但RLS算法的运算非常复杂而且存在稳定性问题,因而有必要研究一种能够代替传统RLS的算法。在本文中介绍一种基于平均自适应滤波(AFA)算法的均衡器,其主要优点是与RLS算法相当的快速收敛速度,同时运算复杂度较低。  相似文献   

4.
针对有限区间哈默斯坦(Hammerstein)非线性时变系统,该文提出一种加权迭代学习算法用以估计系统时变参数。首先将Hammerstein系统输入非线性部分进行多项式展开,采用迭代学习最小二乘算法辨识系统的时变参数。为了防止数据饱和,采用带遗忘因子的迭代学习最小二乘算法,进而引入权矩阵,采用加权迭代学习最小二乘算法改进系统跟踪误差,以提高辨识精度。该文分别给出3种算法的推导过程并进行仿真验证。结果表明,与迭代学习最小二乘算法和带遗忘因子迭代学习最小二乘算法相比,加权迭代学习最小二乘算法具有辨识精度高、跟踪误差小以及迭代次数少等优点。  相似文献   

5.
准确时序递归最小二乘问题的分块快速算法   总被引:1,自引:0,他引:1  
本文提出了分块实现准确时序递归最小二乘(LS)问题的快速算法。它与Cioffi(1986)分块递归算法的区别在于该算法是准确递归的(最佳的)而不是近似递归的(次最佳的)。在一定意义下,其收敛速度与普通递归LS算法相同,但平均计算量仅为目前计算量最小的递归LS算法(如Kalouptsdis,1983;Cioffi,1984)的2/7~1/5。由于算法的迭代形式发生了根本性的变化,其数值稳定性也将比快速Kalman算法(Mueller,1981),FAEST算法(Kalouptsdis,1983)和FTF算法(Cioffi,1984)有较大改善。此外,作者结合自适应均衡和AR参数识别,说明了本算法的具体应用。  相似文献   

6.
为了降低分布式协同估计算法的计算量并改善其收敛性能,提出了基于压缩感知(CS)和递归最小二乘(RLS)的分布式协同估计算法.该算法在传统RLS分布式协同估计算法的基础上引入压缩感知技术,首先在压缩域中进行递归最小二乘运算,然后利用压缩感知重构算法得到未知参数向量的估计值.提出的算法能够在增量式策略和两种模式的扩散式策略下实现对未知向量的有效估计.理论分析和仿真结果表明,该算法一方面降低了RLS分布式协同估计算法的计算量,另一方面保持较快的收敛速度与良好的均方误差性能.  相似文献   

7.
本文基于格型滤波器的阶递归特性和Givens旋转算法的优越数值性能,推导了两种多信道递归最小二乘格型算法。第一种算法的推导是直接基于对输入数据矩阵进行正交-三角分解,并利用Givens旋转方法来计算其正交-三角分解。首先对输入数据矩阵进行预旋转,然后重复利用单信道Givens格型算法,便可得到第二种算法。两种算法都具有优越的数值性能,尤其是对有限字长的稳健性。待估计的滤波器参数矢量可根据算法的内部变量直接提取,而无需额外的三角阵进行后向代入求解运算。两信道参数识别的计算机模拟结果验证了本文的推导。  相似文献   

8.
黎云汉  朱善安 《信号处理》2007,23(3):460-463
本文提出了一种基于递归正交最小二乘的径向基函数(RBF)网络人脸识别算法,该算法首先使用主成分分析(PCA)提取输入图像特征,将提取的特征作为RBF网络的输入进行识别,在求取网络权值时采用递归正交最小二乘(ROLS)算法。实验表明,该算法能明显地缩短训练时间同时具有较高的识别率。  相似文献   

9.
该文提出一种基于预处理递归最小二乘恒模算法(PP-RLSCMA)的多径异步CDMA系统盲自适应接收技术。首先对接收信号进行自适应预处理,并分析了预处理器的复杂性和稳定性。预处理的目的是通过对干扰和噪声的部分抑制以提高恒模接收的性能,所提出的预处理方法只与多径信道的最大长度有关。鉴于统计恒模算法收敛速度慢的缺点,提出一种快速递归最小二乘恒模算法的盲自适应接收。仿真表明,该文算法的误码率及收敛性能比LCMMV,LCCMA好。  相似文献   

10.
该文提出了一种适用于MIMO-OFDM系统的迭代最大后验概率(Iterative-MAP)信道估计算法。接收机利用MAP译码算法中的信息位和校验位软信息,经过非线性映射将信息反馈至信道估计模块,采用递归最小二乘(RLS)自适应滤波算法对信道时变状态参数进行跟踪,提高了信道估计的精度。仿真结果表明,该方法与最小二乘(LS)算法相比,估计的均方误差(MSE)和误帧率(FER)性能都有较大改善。  相似文献   

11.
In this paper, a fast approximate inverse-power (AIP) iteration is applied to compute recursively the total least squares (TLS) solution for unbiased equation-error adaptive infinite impulse response (IIR) filtering, which is established by approximating the well-known inverse-power iteration with Galerkin method. The AIP algorithm is based on an interesting modification of the inverse-power iteration in which the first entry of the parameter vector is constrained to the negative one. The distinctive feature of the proposed algorithm lies in its high computational efficiency, which is characterized by efficient computation of the fast gain vector (FGV), adaptation of the interesting modification of the inverse-power iteration, and rank-one update of the augmented correlation matrix. The shift structure of the input data vector is exploited to develop a fast algorithm for computing the gain vector. This FGV algorithm can be implemented at a numerical cost lower than the well-known fast Kalman algorithm. Since the first entry of the parameter vector has been fixed as the negative one and the weight vector is updated along the input data vector, a very efficient AIP algorithm is obtained by using the FGV algorithm. The proposed AIP algorithm is of computational complexity O(L) per iteration. Moreover, with no need to use the well-known matrix-inversion lemma, the AIP algorithm has another attractive feature of numerical stability. The proposed algorithm is shown to have global convergence. Simulation examples are included to demonstrate the effectiveness of the proposed AIP algorithm.  相似文献   

12.
This work develops a new fast recursive total least squares (N-RTLS) algorithm to recursively compute the total least squares (TLS) solution for adaptive infinite-impulse-response (IIR) filtering. The new algorithm is based on the minimization of the constraint Rayleigh quotient in which the first entry of the parameter vector is fixed to the negative one. The highly computational efficiency of the proposed algorithm depends on the efficient computation of the gain vector and the adaptation of the Rayleigh quotient. Using the shift structure of the input data vectors, a fast algorithm for computing the gain vector is established, which is referred to as the fast gain vector (FGV) algorithm. The computational load of the FGV algorithm is smaller than that of the fast Kalman algorithm. Moreover, the new algorithm is numerically stable since it does not use the well-known matrix inversion lemma. The computational complexity of the new algorithm per iteration is also O(L). The global convergence of the new algorithm is studied. The performances of the relevant algorithms are compared via simulations.  相似文献   

13.
This paper presents a numerically stable fast Newton-type adaptive filter algorithm. Two problems are dealt with in the paper. First, we derive the proposed algorithm from an order-recursive least squares algorithm. The result of the proposed algorithm is equivalent to that of the fast Newton transversal filter (FNTF) algorithm. However, the derivation process is different. Instead of extending a covariance matrix of the input based on the min-max and the max-min criteria, the derivation shown in this paper is to solve an optimum extension problem of the gain vector based on the information of the Mth-order forward or backward predictor. The derivation provides an intuitive explanation of the FNTF algorithm, which may be easier to understand. Second, we present stability analysis of the proposed algorithm using a linear time-variant state-space method. We show that the proposed algorithm has a well-analyzable stability structure, which is indicated by a transition matrix. The eigenvalues of the ensemble average of the transition matrix are proved all to be asymptotically less than unity. This results in a much-improved numerical performance of the proposed algorithm compared with the combination of the stabilized fast recursive least squares (SFRLS) and the FNTF algorithms. Computer simulations implemented by using a finite-precision arithmetic have confirmed the validity of our analysis.  相似文献   

14.
等和值块扩展最近邻搜索算法(EBNNS)是一种快速矢量量化码字搜索算法,该算法首先将码书按和值大小排序分块,编码时查找与输入矢量和值距离最近的码书块中间码字,并将它作为初始匹配码字.然后在该码字附近上下扩展搜索相邻码字中距输入矢量最近的码字,最后将搜索到的最匹配码字在码书中的地址输出.同时本文对该算法进行了FPGA设计.设计时采用串并结合和流水线结构,折中考虑了硬件面积和速度.结果表明针对所用FPGA器件Xilinx xc2v1000,整个系统最大时钟频率可达88.36MHz,图像处理速度约为2.2 MPixel/s.  相似文献   

15.
A general, linearly constrained (LC) recursive least squares (RLS) array-beamforming algorithm, based on an inverse QR decomposition, is developed for suppressing moving jammers efficiently. In fact, by using the inverse QR decomposition-recursive least squares (QRD-RLS) algorithm approach, the least-squares (LS) weight vector can be computed without back substitution and is suitable for implementation using a systolic array to achieve fast convergence and good numerical properties. The merits of this new constrained algorithm are verified by evaluating the performance, in terms of the learning curve, to investigate the convergence property and numerical efficiency, and the output signal-to-interference-and-noise ratio. We show that our proposed algorithm outperforms the conventional linearly constrained LMS (LCLMS) algorithm, and the one using the fast linear constrained RLS algorithm and its modified version.  相似文献   

16.
A pair of multichannel recursive least squares (RLS) adaptive lattice algorithms based on the order recursive of lattice filters and the superior numerical properties of Givens algorithms is derived in this paper. The derivation of the first algorithm is based on QR decomposition of the input data matrix directly, and the Givens rotations approach is used to compute the QR decomposition. Using first a prerotation of the input data matrix and then a repetition of the single channel Givens lattice algorithm, the second algorithm can be obtained. Both algorithms have superior numerical properties, particularly the robustness to wordlength limitations. The parameter vector to be estimated can be extracted directly from internal variables in the present algorithms without a backsolve operation with an extra triangular array. The results of computer simulation of the parameter identification of a two-channel system are presented to confirm efficiently the derivation.  相似文献   

17.
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  相似文献   

18.
The Householder transformation is considered to be desirable among various unitary transformations due to its superior computational efficiency and robust numerical stability. Specifically, the Householder transformation outperforms the Givens rotation and the modified Gram-Schmidt methods in numerical stability under finite-precision implementations, as well as requiring fewer arithmetical operations. Consequently, the QR decomposition based on the Householder transformation is promising for VLSI implementation and real-time high throughput modern signal processing. In this paper, a recursive complex Householder transformation (CHT) with a fast initialization algorithm is proposed and its associated parallel/pipelined architecture is also considered. Then, a CHT based recursive least-squares algorithm with a fast initialization is presented. Its associated systolic array processing architecture is also considered.This work was supported in part of the National Science Council of the R.O.C. under grant NSC80-E-SP-009-01A.This work was supported in part by a UC Micro grant and NSF grant NCR-8814407.  相似文献   

19.
本文提出了一种新颖的快速矢量量化编码算法.该算法在编码前预先计算每个码字的四个特征量,然后根据各特征量的升序排列分别对码字进行排序以生成四个排序码书.在编码过程中,对于不同的输入矢量,自适应产生不同的动态码字搜索范围及顺序而排除大部分码字.测试结果表明,本文算法只需搜索3%到8%码字而获得与穷尽搜索算法相近的编码质量,实际编码时间减少约93%.  相似文献   

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