零极值目标函数系统辨识算法.pdfVIP

第30 卷第9 期 电 子 与 信 息 学 报 Vol.30No.9 2008 年9 月 Journal of Electronics Information Technology Sept..2008 零极值目标函数系统辨识算法 毕云龙 来逢昌 刘 鹏 (哈尔滨工业大学微电子科学与技术系 哈尔滨 150001) 摘 要：该文提出一种零极值目标函数最小化系统辨识算法。目标函数为系统均方误差与系统噪声方差之差的平方， 其极小值为零。在系统辨识过程中采用滑动平均法在线估计系统均方误差、输入自相关矩阵以及输入与期望响应的 互相关向量。推导出自适应滤波器权值向量的更新表达式。算法的步长能够根据统计量自适应地调整，使得在得到 较小稳态误差的同时提高算法收敛速度。分析了算法的稳定性，得到了算法收敛的条件。对比实验结果表明，该算 法具有更快的收敛速度，更小的稳态误差以及更好的稳定性。 关键词：系统辨识；自适应滤波；变步长LMS 算法 中图分类号：TN911.72 文献标识码：A 文章编号：1009-5896(2008)09-2138-05 A System Identification Algorithm by Minimizing the Zero-Minimum Target Function Bi Yun-long Lai Feng-chang Liu Peng (Dept. of Microelectronic Science and Technology, Harbin Institute of Technology, Harbin 150001, China) Abstract: A system identification algorithm which is based on minimizing the zero-minimum target function is proposed. The target function presented in this paper is the square of the difference between the mean square error and the variance of the noise. And the minimum of the target function is zero. During the system identification process, the system mean square error, the correlation matrix of the tap inputs and the cross-correlation vector between the tap inputs of the adaptive filter and the desired response are estimated online by employing moving average method. Then, a recursive relation for updating the tap-weight vector is derived. The step size of the algorithm presented here could be adjusted adaptively according to the value of the statistics obtained online, which makes the algorithm be capable of accelerating the speed of convergence without sacrificing the steady state er