一种收敛于全局无偏最优解的非线性自回归(NAR)预测 |
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引用本文: | 戴宪华,黄继武.一种收敛于全局无偏最优解的非线性自回归(NAR)预测[J].电子学报,1997,25(12):96-99. |
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作者姓名: | 戴宪华 黄继武 |
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作者单位: | 汕头大学电子系 |
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摘 要: | 本文研究了基于Volterra级数展开的非线性自回归预测模型的参数估计问题,从线性自适应IIR波滤输出误差算法的观点,研究NAR模型的参数估计问题,利用平均收敛条件,提出一可收敛于全局无偏最优解的新算法,解决了一般的预测误差算法的有偏解问题。
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关 键 词: | 非线性自回归 预测 参数估计 NAR 信号估计 |
A Nonlinear Autoregressor Predictor with the Global & Unbiased Solution |
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Abstract: | The object of this paper is to investigate the parameters estimation of nonlinear autoregnssor(NAR) predictor. From the view point of adaptive infinite impulse response (IIR) filtering output error algoritlun,the NAR parameters estimation is investigated. With the help of the time averaging convergence condition, a new parameters estimate algorithm is Presented, which converges to a globally unbiased solution even ifthe additive noise exists. |
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Keywords: | Nonlinear autoregressor predictor Parameters estimation Unbiased solution |
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