[1]尤肖虎,何振亚.基于阶递归的几种新的最小二乘快速算法[J].东南大学学报(自然科学版),1987,17(5):8-24.[doi:10.3969/j.issn.1001-0505.1987.05.002]
 You Xiaohu He Zhenya (Department of Radio Engineering).New Efficient Recursive in Order Least-Squares Algorithms[J].Journal of Southeast University (Natural Science Edition),1987,17(5):8-24.[doi:10.3969/j.issn.1001-0505.1987.05.002]
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基于阶递归的几种新的最小二乘快速算法()
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《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
17
期数:
1987年第5期
页码:
8-24
栏目:
本刊信息
出版日期:
1987-09-20

文章信息/Info

Title:
New Efficient Recursive in Order Least-Squares Algorithms
作者:
尤肖虎何振亚
南京工学院无线电工程线; 南京工学院无线电工程线
Author(s):
You Xiaohu He Zhenya (Department of Radio Engineering)
关键词:
信息处理 参数估计 最小二乘快速算法
Keywords:
signal processing parameter identification fast recursive leastsquares algorithms
分类号:
+
DOI:
10.3969/j.issn.1001-0505.1987.05.002
摘要:
阶递归最小二乘(LS)算法适用于观察样本个数固定且模型阶数未知时 FIR 或 AR 参数的最佳估计和识别问题中。作者从广泛适用的非对称投影算子的递归公式出发,导出了非对称的、对称的及平方根归一化的三种阶递归 LS 快速算法,其中第一种和第三种是现存文献所不具备的,第二种算法是同类型中计算量最小的算法之一。文中还给出了几种简化的算法形式,在较大程度上减小了计算量。
Abstract:
The recursive in order least-squares(LS)algorithms can be applied to estimation and identification of FIR or AR system parameters where a fixed set of input signal samples is available and the order of the model is un- known.Based on several universal formulae for updating non-symmetric projec- tion operators,this paper presents three kinds of fast LS algorithms,called nonsymmetric,symmetric and square root normalized recursive in order LS algorithms,respectively.To our knowledge,the first and the third algorithms have not been proceeded up to now,and the second is one of those which have the lowest computational requirements.Several simplified versions of the algorithms are also considered.

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备注/Memo

备注/Memo:
国家教委博士生研究基金资助课题
更新日期/Last Update: 2013-05-01