In view of the problem that noises are prone to be mixed in the signals,an adaptive signal de-noising system based on reursive least squares （RLS） algorithm is introduced.The principle of adaptive filtering and the ...In view of the problem that noises are prone to be mixed in the signals,an adaptive signal de-noising system based on reursive least squares （RLS） algorithm is introduced.The principle of adaptive filtering and the process flow of RLS algorithm are described.Through example simulation,simulation figures of the adaptive de-noising system are obtained.By analysis and comparison,it can be proved that RLS adaptive filtering is capable of eliminating the noises and obtaining useful signals in a relatively good manner.Therefore,the validity of this method and the rationality of this system are demonstrated.展开更多
Considering that the prediction accuracy of the traditional traffic flow forecasting model is low,based on kernel adaptive filter(KAF)algorithm,kernel least mean square(KLMS)algorithm and fixed-budget kernel recursive...Considering that the prediction accuracy of the traditional traffic flow forecasting model is low,based on kernel adaptive filter(KAF)algorithm,kernel least mean square(KLMS)algorithm and fixed-budget kernel recursive least-square(FB-KRLS)algorithm are presented for online adaptive prediction.The computational complexity of the KLMS algorithm is low and does not require additional solution paradigm constraints,but its regularization process can solve the problem of regularization performance degradation in high-dimensional data processing.To reduce the computational complexity,the sparse criterion is introduced into the KLMS algorithm.To further improve forecasting accuracy,FB-KRLS algorithm is proposed.It is an online learning method with fixed memory budget,and it is capable of recursively learning a nonlinear mapping and changing over time.In contrast to a previous approximate linear dependence(ALD)based technique,the purpose of the presented algorithm is not to prune the oldest data point in every time instant but it aims to prune the least significant data point,thus suppressing the growth of kernel matrix.In order to verify the validity of the proposed methods,they are applied to one-step and multi-step predictions of traffic flow in Beijing.Under the same conditions,they are compared with online adaptive ALD-KRLS method and other kernel learning methods.Experimental results show that the proposed KAF algorithms can improve the prediction accuracy,and its online learning ability meets the actual requirements of traffic flow and contributes to real-time online forecasting of traffic flow.展开更多
基金The Key Program of National Natural Science of China(No.U1261205)Shandong University of Science and Technology Research Fund(No.2010KYTD101)
文摘In view of the problem that noises are prone to be mixed in the signals,an adaptive signal de-noising system based on reursive least squares （RLS） algorithm is introduced.The principle of adaptive filtering and the process flow of RLS algorithm are described.Through example simulation,simulation figures of the adaptive de-noising system are obtained.By analysis and comparison,it can be proved that RLS adaptive filtering is capable of eliminating the noises and obtaining useful signals in a relatively good manner.Therefore,the validity of this method and the rationality of this system are demonstrated.
基金National Natural Science Foundation of China(No.51467008)
文摘Considering that the prediction accuracy of the traditional traffic flow forecasting model is low,based on kernel adaptive filter(KAF)algorithm,kernel least mean square(KLMS)algorithm and fixed-budget kernel recursive least-square(FB-KRLS)algorithm are presented for online adaptive prediction.The computational complexity of the KLMS algorithm is low and does not require additional solution paradigm constraints,but its regularization process can solve the problem of regularization performance degradation in high-dimensional data processing.To reduce the computational complexity,the sparse criterion is introduced into the KLMS algorithm.To further improve forecasting accuracy,FB-KRLS algorithm is proposed.It is an online learning method with fixed memory budget,and it is capable of recursively learning a nonlinear mapping and changing over time.In contrast to a previous approximate linear dependence(ALD)based technique,the purpose of the presented algorithm is not to prune the oldest data point in every time instant but it aims to prune the least significant data point,thus suppressing the growth of kernel matrix.In order to verify the validity of the proposed methods,they are applied to one-step and multi-step predictions of traffic flow in Beijing.Under the same conditions,they are compared with online adaptive ALD-KRLS method and other kernel learning methods.Experimental results show that the proposed KAF algorithms can improve the prediction accuracy,and its online learning ability meets the actual requirements of traffic flow and contributes to real-time online forecasting of traffic flow.
