摘要
在实际应用中,往往遇到需要处理具有多输入单输出的系统。在要求快速收敛和跟踪的场合下,LMS 算法及常规的快速卡尔曼算法均不适用。本文导出了一种适用于这种情况的复值多路快速卡尔曼算法。理论分析和计算机模拟结果均表明了这种算法的可行性。
In practical applications,it is very often to encounter the systems with mul- tiple inputs and one output.In the cases where the fast convergence and tracking behaviors are required,the LMS algorithm and the conventional fast Kalman algo- rithm are not suitable.This paper develops a new complex-valued multichannel fast Kalman algorithm for these cases.The feasibility of the proposed algorithm is con- firmed by the theoritical analysis and the computer simulations.
基金
国家自然科学基金
关键词
数字信号处理
卡尔曼算法
多路快速
adaptive filtering
fast Kalman algorithm
digital signal processing
