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
收藏
页码：273 / 274
页数：2
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