RLS算法的改进性能分析(英文)

Improved Performance Analysis of Recursive Least Squares Algorithm

讨论了递归最小均方误差算法 (RLS)的性能分析 .对该算法误差的均值及方差都进行了研究 .在平均原理基础上使用了更精确的处理方法 ,得到一种改进的性能分析方法 .新的分析方法得到的理论值更接近模拟的结果 ,优于通常方法的结果 .

This paper discussed the performance analysis of the recursive least squares (RLS) algorithm. Both mean and mean square behavior are studied. By using a novel and more accurate approaching method, accompany with averaging principle, an improved performance analysis of mean square behavior is carried out. It is shown that the theoretical analysis and the simulation result are close to each other, outperforming of the conventional analysis of RLS algorithm. The stability of the basic RLS algorithm is discussed under the new analysis result.