Modified RLS algorithm for unbiased estimation of FIR system with input and output noise

被引：13

作者：

Feng, DZ ^{[1
]}

Bao, Z ^{[1
]}

Zhang, XD ^{[1
]}

机构：

[1] Xidian Univ, Kay Lab Radar Signal Proc, Xian 710071, Shaanxi, Peoples R China

来源：

ELECTRONICS LETTERS | 2000年 / 36卷 / 03期

关键词：

D O I：

10.1049/el:20000251

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In the presence of both input and output noise, the classical least squares solution for finite-impulse response (FIR) estimation is biased. It has been shown that bias can be removed by properly scaling the optimal FIR filter coefficients in the least-squares (LS) criterion. A modified recursive least squares (MRLS) algorithm is proposed for accurate identification of a system with both input and output noise. Simulation results show that this method outperforms the modified LMS algorithm under non-stationary interference conditions.

引用

页码：273 / 274

页数：2

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