NONASYMPTOTIC RESULTS FOR FINITE-MEMORY WLS FILTERS

被引：20

作者：

NIEDZWIECKI, M ^{[1
]}

GUO, L ^{[1
]}

机构：

[1] ACAD SINICA,INST SYST SCI,BEIJING 100080,PEOPLES R CHINA

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1991年 / 36卷 / 02期

关键词：

D O I：

10.1109/9.67295

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The paper presents what we believe to be the first nonasymptotic analysis of properties of weighted least squares (WLS) adaptive filters used for identification of time-varying systems. We show that the problem of mean-square boundedness of WLS estimates is closely related to the problem of invertibility-in the mean sense-of the corresponding regression matrix. We discuss necessary and sufficient conditions for such invertibility to hold. Based on that, a number of results are derived paralleling those already obtained for least mean-square (LMS) filters and the problem of "statistical robustness" of the WLS estimator is briefly mentioned.

引用

页码：198 / 206

页数：9

共 20 条

[1]

Benveniste A., 1987, International Journal of Adaptive Control and Signal Processing, V1, P3, DOI 10.1002/acs.4480010103

[2] A MEASURE OF THE TRACKING CAPABILITY OF RECURSIVE STOCHASTIC ALGORITHMS WITH CONSTANT GAINS [J].

BENVENISTE, A ;

RUGET, G .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1982, 27 (03) :639-649

[3] ADAPTIVE-CONTROL VIA CONSISTENT ESTIMATION FOR DETERMINISTIC SYSTEMS [J].

CHEN, HF ;

GUO, L .

INTERNATIONAL JOURNAL OF CONTROL, 1987, 45 (06) :2183-2202

[4] LIMITED-PRECISION EFFECTS IN ADAPTIVE FILTERING [J].

CIOFFI, JM .

IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS, 1987, 34 (07) :821-833

[5] TRACKING PROPERTIES AND STEADY-STATE PERFORMANCE OF RLS ADAPTIVE FILTER ALGORITHMS [J].

ELEFTHERIOU, E ;

FALCONER, DD .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1986, 34 (05) :1097-1110

[6] CONVERGENCE OF THE RLS AND LMS ADAPTIVE FILTERS [J].

EWEDA, E ;

MACCHI, O .

IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS, 1987, 34 (07) :799-803

[7]

EWEDA E, 1985, AUTOMATICA, V21, P283

[8] TRACKING PROPERTIES OF ADAPTIVE SIGNAL-PROCESSING ALGORITHMS [J].

FARDEN, DC .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1981, 29 (03) :439-446

[9]

Goodwin GC., 1984, ADAPTIVE FILTERING P

[10] PERSISTENCE OF EXCITATION IN LINEAR-SYSTEMS [J].

GREEN, M ;

MOORE, JB .

SYSTEMS & CONTROL LETTERS, 1986, 7 (05) :351-360

← 1 2 →