| 一种具有快速跟踪能力的改进RLS算法研究 |
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| 引用本文： | 郭天一,廉保旺,邹晓军. 一种具有快速跟踪能力的改进RLS算法研究[J]. 计算机仿真, 2009, 26(8): 345-348 |
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| 作者姓名： | 郭天一 廉保旺 邹晓军 |
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| 作者单位： | 西北工业大学电子信息学院,陕西,西安,710072 |
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| 摘 要： | 为了改善固定遗忘因子BLS(Recursive least-square)算法在时变系统中的跟踪性能,提出了一种改进的BLS算法.改进的BLS算法结合了可变遗忘因子的BLS算法和自扰动BLS算法,既克服了固定遗忘因子RLS算法中跟踪速度和参数失调的矛盾,而且也避免了当参数估值趋向于参数真值时,卡尔曼增益趋于零,从而BLS算法失去对时变系统的跟踪能力的问题.最后,在MATLAB平台下,对改进后的RIS算法进行了仿真验证.仿真结果表明,算法具有较快的收敛速度和跟踪速度以及较小的稳态误差.
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| 关 键 词： | 递归最小二乘算法 可变遗忘因子 自扰动 |
A Modified RLS Algorithm with Fast Tracking Capability |
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| GUO Tian-yi,LIAN Bao-wang,ZOU Xiao-jun. A Modified RLS Algorithm with Fast Tracking Capability[J]. Computer Simulation, 2009, 26(8): 345-348 |
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| Authors: | GUO Tian-yi LIAN Bao-wang ZOU Xiao-jun |
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| Affiliation: | School of Electronics and Information;Northwestern Polytechnicl University;Xi'an Shanxi 710072;China |
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| Abstract: | In order to improve the tracking performance of the fixed forgetting factor RLS algorithm in the time-varying system,a modified RLS algorithm is proposed,which combines variable forgetting factor RLS algorithm with self-perturbing RLS algorithm.It overcomes the contravention between the tracking velocity and parameters' misadjustment in the fixed forgetting factor RLS algorithm.In addition,Kalman gain will tend to zero as the parameter estimates approach their true values.As a result,RLS algorithm will even... |
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| Keywords: | RLS algorithm Variable forgetting factor Self-perturbing |
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