적응 파라미터 예측을 위한 근사화된 RLS 알고리즘

An Approximated RLS Algorithm for Adaptive Parameter Estimation

  • 안봉만 (전북대학교 Next 사업단) ;
  • 황지원 (익산대학 컴퓨터과학과) ;
  • 유정래 (서울산업대학교 제어계측공학과) ;
  • 조주필 (군산대학교 전자정보공학부)
  • 발행 : 2007.09.30

초록

본 논문은 근사화 기법을 RLS 알고리즘에 적용한 고속 적응 알고리즘을 제안한다. 제안 알고리즘(D-RLS)은 QR 분해 RLS 알고리즘 유도 과정을 RLS 알고리즘으로부터 역으로 유도한 알고리즘이다. 유도된 알고리즘(D-RLS)은 입력 신호들이 서로 분리되어 있다는 가정을 사용한 알고리즘과 유사한 형태를 취한다. 이 알고리즘의 계산량은 $O(N^2)$ 보다 작은 O(N)이다. 이 알고리즘의 성능 평가를 위하여 FIR 시스템과 비선형(Volterra) 시스템의 시스템 식별 기법을 이용하였으며, 결과적으로 우수한 성능을 나타냄을 확인하였다.

This paper presents the fast adaptive algorithm which applies an approximation scheme into RLS algorithm. The proposed algorithm(D-RLS) derives a QRD RLS algorithm derivation process from RLS algorithm recursively. D-RLS has the similar pattern as the algorithm having the approximation that input signals are separated respectively. Computational complexity of D-RLS is O(N), fewer than $O(N^2)$. To evaluate performance of proposed algorithm, we use the system identification method of FIR and Volterra system. And, finally, we can show D-RLS has an excellent performance.

키워드

참고문헌

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