摘要
输入信号是自回归模型时,建立了一种基于回归估计误差的仿射投影(Affine projection using regressive estimated error,AP-REE)算法的统计模型.在五个假设的条件下,推导出了AP-REE算法迭代方向上权值误差和权值均方误差的递归迭代方程,分析了AP-REE算法稳定状态的误差.仿真结果表明建立的统计模型与AP-REE算法的仿真结果具有一致性.
This paper presents a statistical analysis of the affine projection using regressive estimated error （AP-REE） algorithm. An analytical model is derived for autoregressive input. Under the five assumptions, deterministic recursive equations are derived for the mean weight error and for the mean-square error in the iterated direction. We also analyze the steady-state behavior of the AP-REE algorithm. Simulation results are presented to show good consistency between the algorithm and the theory.
出处
《自动化学报》
EI
CSCD
北大核心
2013年第3期244-250,共7页
Acta Automatica Sinica
基金
国家自然科学基金(61201321)
西北工业大学基础研究基金(JC20100217)资助~~
关键词
仿射投影
回归估计误差
自适应滤波
系统辨识
Affine projection, regressive estimated error, adaptive filter, system identification
