一种基于回归估计误差仿射投影算法的统计特性分析  

Statistical Analysis of Affine Projection Using Regressive Estimated Error Algorithm

作　　者：智永锋[1] 李虎雄[1] 李茹[1] 

机构地区：[1]西北工业大学自动化学院,西安710072

出　　处：《自动化学报》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~~

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.

关 键 词：仿射投影 回归估计误差 自适应滤波 系统辨识 

分 类 号：TN713[电子电信—电路与系统]