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带有色观测噪声的改进自适应滤波算法
引用本文:许鹏,窦寅丰.带有色观测噪声的改进自适应滤波算法[J].科学技术与工程,2009,9(11).
作者姓名:许鹏  窦寅丰
作者单位:1. 暨南大学珠海学院计算机系,珠海,519070
2. 黑龙江大学电子工程,哈尔滨,150080
基金项目:黑龙江大学青年科学基金 
摘    要:在噪声消除系统中,若观测噪声为有色噪声,则基于最小二乘准则(LS),提出了两段RLS-RELS算法,这是一种改进的递推增广最小二乘法,该自适应算法能显著减小噪声的影响,提高信号质量.并在此基础上提出了计算噪声方差的估值方法.计算机数值仿真例子和信噪比的计算比较证明了算法的正确性和有效性.

关 键 词:自适应滤波算法  有色噪声  RLS-RELS算法

Improved Adaptive Filtering Algorithm with Colored Measurement Noise
XU Peng,DOU Yin-feng.Improved Adaptive Filtering Algorithm with Colored Measurement Noise[J].Science Technology and Engineering,2009,9(11).
Authors:XU Peng  DOU Yin-feng
Institution:Department of computer;Jinan University;Zhuhai 519070;P.R.China;Department of Electronic1 Engineering;Heilongjiang University;Harbin 150080;P.R.China
Abstract:When the measurement noise is colored in the noise reduction system,based on the least square criterion,one RLS-REL algorithm is presented,which is an improved recursive extended least squares algorithm.It can obviously reduce the influence of the noise and advance the quality of the signal.And the estimation of the noise variance is also presented.One computation simulation example and the SNR verify the effectiveness and correctness of the proposed result.
Keywords:adaptive filtering algorithm colored noise RLS-RELS  
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