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改进的凸组合最小均方算法
引用本文:曾乐雅,许华,王天睿.改进的凸组合最小均方算法[J].北京邮电大学学报,2016,39(4):114-117.
作者姓名:曾乐雅  许华  王天睿
作者单位:1. 空军工程大学 信息与导航学院, 西安 710077;
2. 南京师范大学 地理科学学院, 南京 210046
基金项目:国家自然科学基金项目(61001111)
摘    要:凸组合最小均方(CLMS)算法能够克服传统最小均方算法收敛速率、跟踪性能和稳态误差之间的矛盾. 但传统CLMS算法使用最速下降法推导参数导致其搜索路径呈“之”字形而使收敛速率变慢,为了解决这个问题,采用共轭梯度法实现参数的更新,同时使用双曲正切函数拟合Sigmoid函数来降低算法的运算复杂度. 为进一步提高算法性能,在所设计的基础上附加瞬时转移结构实现优化. 仿真结果证明,改进算法与传统CLMS、变步长CLMS相比,在噪声、相关信号输入以及非平稳环境下能够保持较好的均方性能和跟踪性能.

关 键 词:自适应滤波  系统识别  最小均方算法  凸组合  共轭梯度法  
收稿时间:2016-01-21

Improved Adaptive Convex Combination of Least Mean Square Algorithm
ZENG Le-ya,XU Hua,WANG Tian-rui.Improved Adaptive Convex Combination of Least Mean Square Algorithm[J].Journal of Beijing University of Posts and Telecommunications,2016,39(4):114-117.
Authors:ZENG Le-ya  XU Hua  WANG Tian-rui
Affiliation:1. Information and Navigation College, Air Force Engineering University, Xi'an 710077, China;
2. School of Geography Science, Nanjing Normal University, Nanjing 210046, China
Abstract:The convex combination of least mean square ( CLMS) algorithm can overcome the contradic-tion between convergence rate, tracking performance and steady state error of traditional least mean square algorithm. However, in the normal adaptive CLMS algorithm, the rule for modifying mixing pa-rameter is based on the steepest descent method. When the algorithm converges, it will generate zigzag phenomena, which can make the convergence speed become slowly. In order to solve this problem, a new rule based on the conjugate gradient method is proposed in this paper. At the same time, modified hyperbolic tangent function is used to reduce computational complexity. Meanwhile, instantaneous trans-fer scheme is used to further optimize the performance. Theoretical analysis and simulation results demon-strate that under different simulation environment, the proposed algorithm performs good property of mean square and tracking compared with the traditional CLMS and variable step-size CLMS algorithms.
Keywords:adaptive filtering  system identification  least mean square algorithm  convex combination  conjugate gradient
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