新的变步长LMS算法在系统辨识中的应用
2016-01-21张炳婷赵建平马淑丽
张炳婷,赵建平,马淑丽
(曲阜师范大学 物理工程学院,山东 曲阜 273165)
摘 要:在分析最小均方误差(LMS)自适应滤波算法和变步长LMS算法的基础上,提出了一种新的变步长算法,该算法用误差的平均值来控制步长的变化,进一步的解决了收敛速度和稳态误差的矛盾。讲述了新算法的具体改进方式,并将该算法和变步长G-SVSLMS算法以及固定步长算法分别应用到系统辨识中,通过MATLAB进行仿真,结果证实文中提出的算法在明显提高收敛速度的同时,并拥有好的稳态误差。
关键词:LMS算法;变步长;系统辨识;收敛速度
doi:10.3969/j.issn.1002-0802.2015.06.005
新的变步长LMS算法在系统辨识中的应用
张炳婷,赵建平,马淑丽
(曲阜师范大学 物理工程学院,山东 曲阜 273165)
摘要:在分析最小均方误差(LMS)自适应滤波算法和变步长LMS算法的基础上,提出了一种新的变步长算法,该算法用误差的平均值来控制步长的变化,进一步的解决了收敛速度和稳态误差的矛盾。讲述了新算法的具体改进方式,并将该算法和变步长G-SVSLMS算法以及固定步长算法分别应用到系统辨识中,通过MATLAB进行仿真,结果证实文中提出的算法在明显提高收敛速度的同时,并拥有好的稳态误差。
关键词:LMS算法;变步长;系统辨识;收敛速度
doi:10.3969/j.issn.1002-0802.2015.06.005
收稿日期:Received date:2015-01-18;Revised date:2015-04-29
基金项目:山东省自然科学基金资助(No.ZR2014FM011) Foundation Item:Natural Science Foundation of Shandong Province (No.ZR2014FM011)
中图分类号:TN929.5
文献标志码:码:A
文章编号:号:1002-0802(2015)06-0653-04
Abstract:Based on analysis of LMS (Least Mean Square Error) adaptive filtering algorithm and variable step size LMS algorithm, a novel variable step algorithm is proposed. The error mean of this algorithm is used to control the step variation, and further to mitigate the contradiction of between convergence rate and steady-state error. The specific improved method to modify the novel algorithm is described, and the proposed algorithm, variable step size G-SVSLMS algorithms and fixed-step algorithm are respectively applied to the system identification. Simulation with MATLAB indicates that this algorithm could significantly improve convergence rate while having a fair steady-state error.
作者简介:
Application of Novel Variable Step Size LMS Algorithm
in System Identification
ZHANG Bing-ting,ZHAO JIAN-ping,MA SHU-Li
(College of Physics Engineering ,Qufu Normal University , Qufu Shandon 273165,China )
Key words:LMS algorithm; variable step size; system identification; convergence rate
0引言
最小均方误差LMS(Least Mean Square)算法最早是由Windrow和Hoff提出的[1],是在维纳滤波器的基础上建立的,以最小均方差准则下,运用最速下降法来获得最优的维纳解。……
