适于参数识别的多信道QRD自适应格型算法
MULTICHANNEL QRD-BASED ADAPTIVE LATTICE ALGORITHMS FOR THE PARAMETER IDENTIFICATION PROBLEM
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摘要: 本文基于格型滤波器的阶递归特性和Givens旋转算法的优越数值性能,推导了两种多信道递归最小二乘格型算法。第一种算法的推导是直接基于对输入数据矩阵进行正交-三角分解,并利用Givens旋转方法来计算其正交-三角分解。首先对输入数据矩阵进行预旋转,然后重复利用单信道Givens格型算法,便可得到第二种算法。两种算法都具有优越的数值性能,尤其是对有限字长的稳健性。待估计的滤波器参数矢量可根据算法的内部变量直接提取,而无需额外的三角阵进行后向代入求解运算。两信道参数识别的计算机模拟结果验证了本文的推导。Abstract: A pair of multichannel recursive least squares (RLS) adaptive lattice algorithms based on the order recursive properties of lattice filters and the superior numerical properties of the Givens algorithms is derived. The derivation of the first algorithm is based on the QR decomposition of the input data matrix directly, and 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 efficientlly the derivation.
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