RECENT DEVELOPMENTS IN OPTIMAL BOUNDING ELLIPSOIDAL PARAMETER-ESTIMATION

被引：8

作者：

RAO, AK

HUANG, YF

机构：

[1] COMSAT LABS,CLARKSBURG,MD 20874

[2] UNIV NOTRE DAME,DEPT ELECT & COMP ENGN,NOTRE DAME,IN 46556

来源：

MATHEMATICS AND COMPUTERS IN SIMULATION | 1990年 / 32卷 / 5-6期

基金：

美国国家科学基金会;

关键词：

D O I：

10.1016/0378-4754(90)90007-6

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The Optimal Bounding Ellipsoid (OBE) algorithms are viable alternatives to conventional adaptive filtering algorithms in situations where the noise does not satisfy the usual stationarity and whiteness assumptions. An example is shown in which the performance of an OBE algorithm is seen to be markedly superior to that of the recursive least-square algorithm. Subsequently, an overview of some recent work in the area of OBE parameter estimation is presented. A lattice filter implementation of one particular OBE algorithm is first described. The extension of the OBE algorithm to the estimation of parameters of ARMA models is performed and the results of a convergence analysis are presented. It is demonstrated through a simulation example that the transient performance of the proposed algorithm is superior to that of the well-known extended least-squares algorithm.

引用

页码：515 / 526

页数：12

共 21 条

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