带有色观测噪声的自适应滤波算法

Adaptive Filtering Algorithm with Colored Measurement Noise

对于带有色观测噪声的系统,基于最小二乘准则(LS),提出了递推增广最小二乘算法(RLSE),该自适应算法能显著减小噪声的影响,提高信号质量。并在此基础上提出了计算噪声方差的估值方法。计算机仿真例子和信噪比的计算证明了算法的正确性和有效性。

For the system with colored measurement noise,based on the least square criterion,one recursive extended least squares is presented,which can obviously reduce the influence of the noise and advance the quality of the signal.And the estimation of the noise variance is also presented.One computation simulation example and the SNR verify the effectiveness and correctness of the proposed result.