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FAST RECURSIVE LEAST SQUARES LEARNING ALGORITHM FOR PRINCIPAL COMPONENT ANALYSIS 被引量:8
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作者 Ouyang Shan Bao Zheng Liao Guisheng(Guilin Institute of Electronic Technology, Guilin 541004)(Key Laboratory of Radar Signal Processing, Xidian Univ., Xi’an 710071) 《Journal of Electronics(China)》 2000年第3期270-278,共9页
Based on the least-square minimization a computationally efficient learning algorithm for the Principal Component Analysis(PCA) is derived. The dual learning rate parameters are adaptively introduced to make the propo... Based on the least-square minimization a computationally efficient learning algorithm for the Principal Component Analysis(PCA) is derived. The dual learning rate parameters are adaptively introduced to make the proposed algorithm providing the capability of the fast convergence and high accuracy for extracting all the principal components. It is shown that all the information needed for PCA can be completely represented by the unnormalized weight vector which is updated based only on the corresponding neuron input-output product. The convergence performance of the proposed algorithm is briefly analyzed.The relation between Oja’s rule and the least squares learning rule is also established. Finally, a simulation example is given to illustrate the effectiveness of this algorithm for PCA. 展开更多
关键词 NEURAL networks Principal component analysis Auto-association recursive least squares(rls) learning RULE
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NEW EFFICIENT ORDER-RECURSIVE LEAST-SQUARES ALGORITHMS
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作者 尤肖虎 何振亚 《Journal of Southeast University(English Edition)》 EI CAS 1989年第2期1-10,共10页
Order-recursive least-squares(ORLS)algorithms are applied to the prob-lems of estimation and identification of FIR or ARMA system parameters where a fixedset of input signal samples is available and the desired order ... Order-recursive least-squares(ORLS)algorithms are applied to the prob-lems of estimation and identification of FIR or ARMA system parameters where a fixedset of input signal samples is available and the desired order of the underlying model isunknown.On the basis of several universal formulae for updating nonsymmetric projec-tion operators,this paper presents three kinds of LS algorithms,called nonsymmetric,symmetric and square root normalized fast ORLS algorithms,respectively.As to the au-thors’ knowledge,the first and the third have not been so far provided,and the second isone of those which have the lowest computational requirement.Several simplified versionsof the algorithms are also considered. 展开更多
关键词 SIGNAL PROCESSING PARAMETER estimation/fast recursive least-squares algorithm
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基于FFRLS和ASR-UKF滤波算法的锂电池SOC估计
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作者 邓丹 刘胜永 +2 位作者 王顺利 刘鹏辉 胡聪 《电源技术》 CAS 北大核心 2024年第2期299-305,共7页
锂电池在工作过程中,其内部参数易受多种因素影响,为提高锂电池在复杂环境下荷电状态(SOC)估计精度,以二阶戴维宁(Thevenin)等效模型为基础,结合遗忘因子递推最小二乘法(FFRLS)对模型参数进行在线辨识。针对传统卡尔曼滤波算法高度非线... 锂电池在工作过程中,其内部参数易受多种因素影响,为提高锂电池在复杂环境下荷电状态(SOC)估计精度,以二阶戴维宁(Thevenin)等效模型为基础,结合遗忘因子递推最小二乘法(FFRLS)对模型参数进行在线辨识。针对传统卡尔曼滤波算法高度非线性及系统噪声不确定性等缺点,提出了一种自适应平方根无迹卡尔曼滤波(ASR-UKF)算法,该算法利用平方根算法处理均值和协方差,确保了状态协方差的半正定性和稳定性,并引入自适应滤波算法对噪声进行实时修正,消除了系统时变噪声影响。结果表明,FFRLS能有效解决数据饱和及算法矩阵计算量大的问题,等效模型精度高达98%。在混合动力脉冲特性(HPPC)测试和北京公交动态测试工况(BBDST)下,ASR-UKF算法SOC估计最大误差分别为3.264%和0.572%,具备更好的跟踪效果,验证了改进算法良好的收敛性与自适应性。 展开更多
关键词 荷电状态 二阶Thevenin模型 遗忘因子递推最小二乘法 自适应平方根无迹卡尔曼滤波算法
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Recursive Least Squares Identification With Variable-Direction Forgetting via Oblique Projection Decomposition 被引量:1
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作者 Kun Zhu Chengpu Yu Yiming Wan 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2022年第3期547-555,共9页
In this paper,a new recursive least squares(RLS)identification algorithm with variable-direction forgetting(VDF)is proposed for multi-output systems.The objective is to enhance parameter estimation performance under n... In this paper,a new recursive least squares(RLS)identification algorithm with variable-direction forgetting(VDF)is proposed for multi-output systems.The objective is to enhance parameter estimation performance under non-persistent excitation.The proposed algorithm performs oblique projection decomposition of the information matrix,such that forgetting is applied only to directions where new information is received.Theoretical proofs show that even without persistent excitation,the information matrix remains lower and upper bounded,and the estimation error variance converges to be within a finite bound.Moreover,detailed analysis is made to compare with a recently reported VDF algorithm that exploits eigenvalue decomposition(VDF-ED).It is revealed that under non-persistent excitation,part of the forgotten subspace in the VDF-ED algorithm could discount old information without receiving new data,which could produce a more ill-conditioned information matrix than our proposed algorithm.Numerical simulation results demonstrate the efficacy and advantage of our proposed algorithm over this recent VDF-ED algorithm. 展开更多
关键词 Non-persistent excitation oblique projection recursive least squares(rls) variable-direction forgetting(VDF)
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CONVERGENCE AND STABILITY OF RECURSIVE DAMPED LEAST SQUARE ALGORITHM
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作者 陈增强 林茂琼 袁著祉 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2000年第2期237-242,共6页
The recursive least square is widely used in parameter identification. But if is easy to bring about the phenomena of parameters burst-off. A convergence analysis of a more stable identification algorithm-recursive da... The recursive least square is widely used in parameter identification. But if is easy to bring about the phenomena of parameters burst-off. A convergence analysis of a more stable identification algorithm-recursive damped least square is proposed. This is done by normalizing the measurement vector entering into the identification algorithm. rt is shown that the parametric distance converges to a zero mean random variable. It is also shown that under persistent excitation condition, the condition number of the adaptation gain matrix is bounded, and the variance of the parametric distance is bounded. 展开更多
关键词 system identification damped least square recursive algorithm CONVERGENCE STABILITY
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A RESEARCH OF UWB RAKE RECEIVER BASED ON NOVEL RLS ADAPTIVE ALGORITHM 被引量:2
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作者 Yin Yong Yu Nenghai Dong Weijie 《Journal of Electronics(China)》 2006年第3期341-345,共5页
A modified RAKE receiver based on novel Recursive Least Squares (RLS) adaptive algorithm is proposed. The receiver uses L-fingered correlators, which are composed of RLS adaptive filters, to enhance the performance of... A modified RAKE receiver based on novel Recursive Least Squares (RLS) adaptive algorithm is proposed. The receiver uses L-fingered correlators, which are composed of RLS adaptive filters, to enhance the performance of multipath receiving. It can also track the amplitude of the received signal to form a real-time amplitude estimation which is correlated with the power of excess delay bin. The simulation results based on the IEEE UltraWide Band (UWB) channel models (CMl to CM4) show that the novel RLS algorithm can alter the attenuation estimation with the finger's power delay profile, and RAKE receiver with few fingers can be employed to get high performance. 展开更多
关键词 UWB 超宽带 回归最小平方 自适应算法
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Prediction of Time Series Empowered with a Novel SREKRLS Algorithm
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作者 Bilal Shoaib Yasir Javed +6 位作者 Muhammad Adnan Khan Fahad Ahmad Rizwan Majeed Muhammad Saqib Nawaz Muhammad Adeel Ashraf Abid Iqbal Muhammad Idrees 《Computers, Materials & Continua》 SCIE EI 2021年第5期1413-1427,共15页
For the unforced dynamical non-linear state–space model,a new Q1 and efficient square root extended kernel recursive least square estimation algorithm is developed in this article.The proposed algorithm lends itself ... For the unforced dynamical non-linear state–space model,a new Q1 and efficient square root extended kernel recursive least square estimation algorithm is developed in this article.The proposed algorithm lends itself towards the parallel implementation as in the FPGA systems.With the help of an ortho-normal triangularization method,which relies on numerically stable givens rotation,matrix inversion causes a computational burden,is reduced.Matrix computation possesses many excellent numerical properties such as singularity,symmetry,skew symmetry,and triangularity is achieved by using this algorithm.The proposed method is validated for the prediction of stationary and non-stationary Mackey–Glass Time Series,along with that a component in the x-direction of the Lorenz Times Series is also predicted to illustrate its usefulness.By the learning curves regarding mean square error(MSE)are witnessed for demonstration with prediction performance of the proposed algorithm from where it’s concluded that the proposed algorithm performs better than EKRLS.This new SREKRLS based design positively offers an innovative era towards non-linear systolic arrays,which is efficient in developing very-large-scale integration(VLSI)applications with non-linear input data.Multiple experiments are carried out to validate the reliability,effectiveness,and applicability of the proposed algorithm and with different noise levels compared to the Extended kernel recursive least-squares(EKRLS)algorithm. 展开更多
关键词 Kernel methods square root adaptive filtering givens rotation mackey glass time series prediction recursive least squares kernel recursive least squares extended kernel recursive least squares square root extended kernel recursive least squares algorithm
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TPC-BASED STBC MULTIUSER DETECTION WITH LSE-RLS ALGORITHM
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作者 Du Yinggang Chan Kam Tai 《Journal of Electronics(China)》 2006年第1期23-25,共3页
The Bit Error Rate (BER) performance of a Turbo Product Code (TPC) based Space-Time Block Coding (STBC) multiuser wireless system in the frequency-selective channels has been investigated. Both of the good error corre... The Bit Error Rate (BER) performance of a Turbo Product Code (TPC) based Space-Time Block Coding (STBC) multiuser wireless system in the frequency-selective channels has been investigated. Both of the good error correcting capability of TPC and the large diversity gain of STBC can be achieved simultaneously. A Least Square Error-Recursive Least Square (LSE-RLS) algorithm is applied to estimate the channel and cancel the interference. Simulations show that the proposed system can obtain about 2.7dB gain in ES/NO at the BER of 10-3. 展开更多
关键词 TURBO编码 TPC 时空块码 STBC 最小方差 回归最小平方
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Analysis and implementation of FURLS algorithm for active vibration control system with positive feedback
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作者 高志远 Zhu Xiaojin +2 位作者 Zhang Hesheng Luo Cong Li Mingdong 《High Technology Letters》 EI CAS 2015年第2期171-177,共7页
While positive feedback exists in an active vibration control system,it may cause instability of the whole system.To solve this problem,a feedforward adaptive controller is proposed based on the Filtered-U recursive l... While positive feedback exists in an active vibration control system,it may cause instability of the whole system.To solve this problem,a feedforward adaptive controller is proposed based on the Filtered-U recursive least square(FURLS) algorithm.Algorithm development process is presented in this paper.Real time active vibration control experimental tests were done.The experiment results show that the active control algorithm proposed in this paper has good control performance for both narrow band disturbances and broad band disturbances. 展开更多
关键词 系统算法 主动振动控制 正反馈 振动主动控制系统 递归最小二乘 振动控制试验 前馈控制器 不稳定性
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Blind cancellation for frequency offset in OFDM system based on MCMA-RLS algorithm
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作者 Guan Qingyang Zhao Honglin Guo Qing 《High Technology Letters》 EI CAS 2011年第4期366-370,共5页
关键词 OFDM系统 rls算法 频率偏置 基础 偏移 MCMA 递推最小二乘 正交频分复用
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一种改进型KB-RLS算法在自适应干扰对消中的仿真分析
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作者 王铎澎 黄华 张生凤 《舰船电子对抗》 2023年第3期48-53,共6页
针对目前电子一体化平台收发系统间强自干扰在数字域的抑制问题,讨论了目前已有解决方案的可行性。同时基于经典递归最小二乘法(RLS)算法,将收敛因子改为关于误差的函数,提高了算法的精度;此外,在自相关矩阵的迭代过程中添加了自干扰项... 针对目前电子一体化平台收发系统间强自干扰在数字域的抑制问题,讨论了目前已有解决方案的可行性。同时基于经典递归最小二乘法(RLS)算法,将收敛因子改为关于误差的函数,提高了算法的精度;此外,在自相关矩阵的迭代过程中添加了自干扰项。仿真结果表明,该算法针对信噪比20 dB的100 MHz带宽的线性调频(LFM)信号,能取得23.03 dB的对消效果,相比经典RLS算法,该方法能更好地兼顾实际需求中收敛速度、收敛精度与算法适应性等要求。 展开更多
关键词 自干扰对消 递归最小二乘法 遗忘因子
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永磁同步电机多参数辨识研究
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作者 林立 杨阳 +1 位作者 李亚楠 王翔 《邵阳学院学报(自然科学版)》 2024年第2期18-27,共10页
针对表贴式永磁同步电机(surface permanent magnet synchronous motor, SPMSM)在运行过程中参数时变问题,采用带遗忘因子的递推最小二乘法(forgetting factor recursive least squares, FFRLS)在线辨识永磁磁链ψ_f、定子电阻R_s和电感... 针对表贴式永磁同步电机(surface permanent magnet synchronous motor, SPMSM)在运行过程中参数时变问题,采用带遗忘因子的递推最小二乘法(forgetting factor recursive least squares, FFRLS)在线辨识永磁磁链ψ_f、定子电阻R_s和电感L_s。对SPMSM数学模型进行分析,结合空间矢量脉宽调制技术,实现矢量控制;分析不同参数发生变化对电机控制性能的影响,并建立矢量控制策略下FFRLS参数辨识和递推最小二乘法(recursive least squares, RLS)辨识的系统仿真模型,进行对比仿真分析。仿真结果表明,该算法能较好地进行辨识,辨识快速收敛,辨识精度高。 展开更多
关键词 永磁同步电机 参数辨识 递推最小二乘法 遗忘因子
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基于改进RLS算法的故障电流参数估计 被引量:19
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作者 黄智慧 段雄英 +1 位作者 邹积岩 万慧明 《中国电机工程学报》 EI CSCD 北大核心 2014年第15期2460-2469,共10页
由于故障电流中直流衰减分量的影响,快速准确地估计出故障电流参数并预测出可用的过零点成为故障电流相控开断的关键。将故障电流方程中指数项进行泰勒级数展开,保留前2项,并基于递推最小二乘法,估计电流参数。分析由泰勒级数展开引起... 由于故障电流中直流衰减分量的影响,快速准确地估计出故障电流参数并预测出可用的过零点成为故障电流相控开断的关键。将故障电流方程中指数项进行泰勒级数展开,保留前2项,并基于递推最小二乘法,估计电流参数。分析由泰勒级数展开引起的截断误差,提出时间常数补偿公式。利用Matlab软件对不含谐波和含有谐波两种情况下的故障进行仿真,结果表明:算法可在15 ms内得到足够精度的故障电流参数,电流过零点的预测精度在?0.2 ms以内。最后对故障录波数据的仿真结果证实了算法的效果。 展开更多
关键词 故障电流相控开断 递推最小二乘法 参数估计 过零点预测
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一种改进RLS算法及其在SINS快速对准中的应用 被引量:8
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作者 严恭敏 白亮 +1 位作者 赵长山 秦永元 《宇航学报》 EI CAS CSCD 北大核心 2010年第8期1958-1963,共6页
在传统递推最小二乘算法(RLS)中,人为设置的递推初始值将导致状态估计的有偏性,也就丧失了最优性,当量测数据次数较小时尤为严重。摒弃了传统RLS算法"新估计值=旧估计值+修正值"的递推结构,提出了借助中间量进行递推,再由中... 在传统递推最小二乘算法(RLS)中,人为设置的递推初始值将导致状态估计的有偏性,也就丧失了最优性,当量测数据次数较小时尤为严重。摒弃了传统RLS算法"新估计值=旧估计值+修正值"的递推结构,提出了借助中间量进行递推,再由中间量直接作状态估计的改进算法。改进RLS算法状态估计结果与批处理LS算法完全一致,且无需初始状态的任何信息。将改进RLS算法应用于捷联惯导系统(SINS)初始对准。对于一定的初始对准精度要求,理论上改进RLS算法所需的初始对准时间是最短的。最后,SINS初始对准数值仿真结果验证了所提算法的正确性。 展开更多
关键词 捷联惯性导航系统 递推最小二乘法 初始对准
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基于RLS的嵌入式永磁同步电机参数辨识技术 被引量:9
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作者 陈振锋 钟彦儒 李洁 《西安理工大学学报》 CAS 北大核心 2009年第3期309-313,共5页
电机参数变化影响电机控制性能,因而需要对电机参数进行在线辨识,基于嵌入式永磁同步电机在两相坐标系里的动态状态方程,通过检测电机的定子电压、电流和转子转速信号,利用递推最小二乘法算法对嵌入式永磁同步电机参数进行辨识,由于该... 电机参数变化影响电机控制性能,因而需要对电机参数进行在线辨识,基于嵌入式永磁同步电机在两相坐标系里的动态状态方程,通过检测电机的定子电压、电流和转子转速信号,利用递推最小二乘法算法对嵌入式永磁同步电机参数进行辨识,由于该方法所用的信号均可检测到,从而减少了其他干扰对电机参数辨识的影响,提高了参数辨识的准确性。仿真结果和实验验证了辨识方案的有效性。 展开更多
关键词 永磁同步电机 矢量控制 参数辨识 递推最小二乘法
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一种具有快速跟踪能力的改进RLS算法研究 被引量:17
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作者 常铁原 王月娟 《计算机工程与应用》 CSCD 北大核心 2011年第23期147-149,227,共4页
为了改善固定遗忘因子递推最小二乘(RLS)算法在时变系统中的跟踪性能,提出一种改进的RLS算法。改进的可变遗忘因子RLS算法,不仅克服了固定遗忘因子RLS算法中跟踪速度和参数失调的矛盾,而且避免了当参数估值趋于参数真值时,卡尔曼增益趋... 为了改善固定遗忘因子递推最小二乘(RLS)算法在时变系统中的跟踪性能,提出一种改进的RLS算法。改进的可变遗忘因子RLS算法,不仅克服了固定遗忘因子RLS算法中跟踪速度和参数失调的矛盾,而且避免了当参数估值趋于参数真值时,卡尔曼增益趋于零,RLS算法失去对时变系统的跟踪能力的问题。最后,在MATLAB仿真平台下,对改进的RLS算法性能进行仿真验证。仿真结果表明,改进的算法能够获得快速的跟踪能力,也具有较快的收敛速度和较小的稳态误差。 展开更多
关键词 自适应滤波 递推最小二乘算法 可变遗忘因子 双曲正切函数
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考虑参数估计的MPC算法的商用车车道保持控制
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作者 赵崇钦 景晖 +2 位作者 王刚 冯焕秦 刘夫云 《汽车安全与节能学报》 CAS CSCD 北大核心 2024年第1期129-136,共8页
设计了一种考虑参数估计的模型预测控制(MPC)算法的、智能辅助驾驶的商用车的车道保持算法,对于难以直接测量的质量和横向速度进行估计。建立车辆动力学模型和状态误差方程,通过扩展Kalman滤波(EKF)和递推最小二乘法(RLS)分别对车辆的... 设计了一种考虑参数估计的模型预测控制(MPC)算法的、智能辅助驾驶的商用车的车道保持算法,对于难以直接测量的质量和横向速度进行估计。建立车辆动力学模型和状态误差方程,通过扩展Kalman滤波(EKF)和递推最小二乘法(RLS)分别对车辆的横向速度、质量进行估计。基于估计得到的车辆参数,设计MPC车道保持控制器。构建硬件在环(HIL)仿真平台,设置不同的测试工况对车道保持算法进行了验证。结果表明:与普通MPC相比,在偏移回正工况中,车辆纠偏消耗的时间减少28.6%,并且超调量更小;高速路工况的横向位置偏差的均方根误差减小了4.2 cm。该方法提升了纠偏能力和跟踪精度,降低了传感器成本。 展开更多
关键词 智能辅助驾驶 车道保持 参数估计 模型预测控制(MPC) 递推最小二乘法(rls) 扩展Kalman滤波(EKF)
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基于RLS算法的并联型APF全局积分滑模变结构控制 被引量:4
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作者 舒朝君 崔浩 +2 位作者 朱英伟 杨凯强 周运鸿 《四川大学学报(工程科学版)》 EI CAS CSCD 北大核心 2016年第6期208-215,共8页
针对并联型有源电力滤波器(active power filter,APF)谐波检测环节的延时和谐波电流跟踪环节的鲁棒性差、跟踪精度不高的问题,建立了系统解耦后的数学模型,提出了基于递归最小二乘(recursive least squares,RLS)算法的并联型APF全局积... 针对并联型有源电力滤波器(active power filter,APF)谐波检测环节的延时和谐波电流跟踪环节的鲁棒性差、跟踪精度不高的问题,建立了系统解耦后的数学模型,提出了基于递归最小二乘(recursive least squares,RLS)算法的并联型APF全局积分滑模变结构控制策略。谐波检测环节采用改进的瞬时无功功率理论的id-iq法,用RLS自适应滤波器替换传统的Butterworth低通滤波器,解决了传统的Butterworth低通滤波器因延时而导致的一个基波周期(20 ms)内检测盲区问题。谐波电流跟踪环节采用全局积分滑模变结构控制方法,引入了全局积分滑模面,运用Lyapunov稳定性理论导出的控制律兼顾了全局滑模的快速性和积分滑模的准确性。在解决了谐波检测环节延时的情况下,将全局积分滑模控制策略与传统的PI控制和滞环控制对比,仿真实验结果表明:全局积分滑模控制对指令电流具有更高的跟踪精度,且具有更低的电网侧电流总谐波畸变率(total harmonic distortion,THD)。 展开更多
关键词 递归最小二乘算法(rls) 并联型有源电力滤波器 全局积分滑模 低通滤波器(LPF)
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基于小波变换的RLS波束成形算法研究 被引量:9
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作者 赵季红 雷佩 +2 位作者 王伟华 曲桦 贺丹 《电信科学》 北大核心 2015年第2期108-112,共5页
为了解决递归最小二乘算法(RLS)在较低信噪比(SNR)、遗忘因子较小的环境中,对噪声敏感、收敛时参数估计误差大的问题,引入小波变换去噪思想,提出了基于小波变换的RLS波束成形算法。该算法利用小波变换软阈值法进行信号去噪,再采用RLS算... 为了解决递归最小二乘算法(RLS)在较低信噪比(SNR)、遗忘因子较小的环境中,对噪声敏感、收敛时参数估计误差大的问题,引入小波变换去噪思想,提出了基于小波变换的RLS波束成形算法。该算法利用小波变换软阈值法进行信号去噪,再采用RLS算法进行波束成形。最后对实验进行仿真,仿真结果表明,与传统的RLS算法相比,该算法具有较小的稳态误差和较快的跟踪速度和收敛速度,并且波束成形效果好。 展开更多
关键词 波束成形 rls算法 小波变换
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基于距离和DF-RLS的时间序列异常检测 被引量:9
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作者 陈乾 胡谷雨 路威 《计算机工程》 CAS CSCD 2012年第12期32-35,共4页
为能同时检测时间序列中的附加异常和革新异常,改进自回归模型,提出距离因子递推最小二乘(DF-RLS)线性预测算法。在此基础上,给出一种基于距离和DF-RLS的联合异常检测方法——DDR-OD。实验结果表明,与当前其他时间序列异常检测方法相比,... 为能同时检测时间序列中的附加异常和革新异常,改进自回归模型,提出距离因子递推最小二乘(DF-RLS)线性预测算法。在此基础上,给出一种基于距离和DF-RLS的联合异常检测方法——DDR-OD。实验结果表明,与当前其他时间序列异常检测方法相比,DDR-OD的检测效果较优。 展开更多
关键词 时间序列 异常检测 递推最小二乘 距离因子 附加异常 革新异常
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