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QRD-BASED MULTICHANNEL ADAPTIVE LATTICE ALGORITHMS FOR THE PARAMETER IDENTIFICATION PROBLEM

机译:参数识别问题的基于QRD的多通道自适应格算法

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摘要

A pair of multichannel recursive least squares (RLS) adaptive lattice algorithms based on the order recursive of lattice filters and the superior numerical properties of Givens algorithms is derived in this paper. The derivation of the first algorithm is based on QR decomposition of the input data matrix directly, and the Givens rotations approach is used to compute the QR decomposition. Using first a prerotation of the input data matrix and then a repetition of the single channel Givens lattice algorithm, the second algorithm can be obtained. Both algorithms have superior numerical properties, particularly the robustness to wordlength limitations. The parameter vector to be estimated can be extracted directly from internal variables in the present algorithms without a backsolve operation with an extra triangular array. The results of computer simulation of the parameter identification of a two-channel system are presented to confirm efficiently the derivation.
机译:本文推导了一对基于格点滤波器阶次递归和Givens算法优良数值特性的多通道递归最小二乘(RLS)自适应格点算法。第一种算法的推导直接基于输入数据矩阵的QR分解,并且使用Givens旋转方法来计算QR分解。首先使用输入数据矩阵的预旋转,然后使用单通道Givens晶格算法的重复,可以获得第二种算法。两种算法都具有出色的数值特性,尤其是对字长限制的鲁棒性。可以在本算法中直接从内部变量中提取要估计的参数矢量,而无需使用额外的三角阵列进行反求解。给出了两通道系统参数识别的计算机仿真结果,以有效地确认推导过程。

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