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仿射投影算法收敛特性随机统计特性的研究

A Statistical Analysis of Convergence of Affine Projection Algorithm
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摘要 仿射投影算法利用多个输入向量估计自适应滤波器的迭代方向,获得了比较快的收敛速度。在不考虑系统测量噪声的条件下,参数迭代步长等于1,仿射投影算法获得了最快的收敛速度。在此条件下,研究了仿射投影算法收敛性的随机统计特性,分析了仿射投影算法权值误差和权值均方误差的递归迭代方程,获得了仿射投影算法稳定状态的误差。 Using the multiple input vectors, the affine projection ( AP ) algorithm estimates the iteration direction of the adaptive filter. The AP algorithm obtains better convergence behavior. When the stepsize equals to one, the AP algorithm realizes the fastest convergence under the measurementnoise free condition. In this condition, we analyze the statistical stochastic convergence behavior of the AP algorithm. The deterministic recursive equations are derived for the mean weight error and for the meansquare error ( MSE) . The stability of MSE is also obtained for the AP algorithm.
出处 《西北工业大学学报》 EI CAS CSCD 北大核心 2015年第3期484-488,共5页 Journal of Northwestern Polytechnical University
基金 浙江省自然科学基金(LY14F020030)资助
关键词 自适应滤波 仿射投影算法 均方误差 系统辨识 adaptive filtering, algorithms,autocorrelation, calculations, convergence of numerical methods, ei-genvalues and eigenfunctions, errors, estimation, identification( control systems), iterative methods,least squares approximations, mathematical models, mean square error, measurements, probability,stability, statistical methods, stochastic models, vectors, white noise, attine projection (AP) algo-rithm
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参考文献8

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