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二阶伏特拉滤波器RLS算法改进
引用本文:陈凯亚,王敏锡.二阶伏特拉滤波器RLS算法改进[J].电子科技大学学报(社会科学版),2005(4).
作者姓名:陈凯亚  王敏锡
作者单位:西南交通大学电磁场与微波技术研究所 成都610031 (陈凯亚),西南交通大学电磁场与微波技术研究所 成都610031(王敏锡)
基金项目:国家自然科学基金资助项目(60272003)
摘    要:分析了二阶伏特拉滤波器的一种快速RLS算法,针对其存在的收敛速度与收敛精度之间的矛盾,构造了遗忘因子函数并取代该算法中的固定遗忘因子,得到改进的RLS算法。提出了遗忘因子函数的构造原则并分析了相关参数的选取方法。算例表明:改进的RLS算法能解决收敛速度与收敛精度之间的矛盾,有效地加快了收敛速度。

关 键 词:RLS算法  自适应滤波算法  二阶伏特拉滤波器  遗忘因子  最小二乘准则

A Modified RLS Algorithm for Second-Order Volterra Filter
CHEN Kai-ya,WANG Min-xi.A Modified RLS Algorithm for Second-Order Volterra Filter[J].Journal of University of Electronic Science and Technology of China(Social Sciences Edition),2005(4).
Authors:CHEN Kai-ya  WANG Min-xi
Abstract:A fast RLS algorithm for second-order Volterra filter is analyzed. And the contradiction between speed and accuracy of convergence is revealed. The modified RLS algorithm is presented by substituting constant forgetting-factor with function of forgetting-factor constructed in this paper. The rules for constructing forgetting-factor function and the method for selecting parameters is discussed. Finally, a numerical example shows that the modified RLS algorithm result in faster convergence speed by solving the contradiction between speed and accuracy.
Keywords:recursive least squares algorithm  adaptive filtering algorithm  second-order Volterra filter  forgetting-factor  least squares criterion
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