| 基于倒谱的非因果自回归系统自适应辨识 |
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| 引用本文： | 陈滨宁,张贤达. 基于倒谱的非因果自回归系统自适应辨识[J]. 清华大学学报(自然科学版), 1997, 0(9) |
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| 作者姓名： | 陈滨宁 张贤达 |
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| 作者单位： | 清华大学自动化系 |
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| 摘 要： | 为解决信号处理中非因果自回归（ＡＲ）系统的自适应辨识问题，本文提出了一种利用倒谱进行ＡＲ系统辨识的新方法。这一方法在倒谱域内把非因果ＡＲ系统辨识问题转化为非最小相位有限冲激响应（ＦＩＲ）系统辨识问题，因此可以利用现有的基于倒谱的ＦＩＲ系统辨识算法构造非因果ＡＲ系统辨识算法，从而实现了非因果ＡＲ系统的自适应参数辨识，并解决了以往文献中未曾解决的非因果ＡＲ系统阶次自适应确定问题。另外，本算法可以保证估计出的ＡＲ模型是稳定的。数值仿真结果证明了本算法具有很高的估计精度。
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| 关 键 词： | 自适应信号处理；倒谱；非因果自回归系统；系统辨识 |
Cepstrum based identification of noncausal autoregressive system |
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| Chen Binning,Zhang Xianda. Cepstrum based identification of noncausal autoregressive system[J]. Journal of Tsinghua University(Science and Technology), 1997, 0(9) |
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| Authors: | Chen Binning Zhang Xianda |
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| Affiliation: | Chen Binning,Zhang Xianda Department of Automation,Tsinghua University,Beijing 100084, |
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| Abstract: | A new cepstrum based noncausal autoregressive (AR) system identification method is proposed to solve the problem of adaptive identification of noncausal AR system. The proposed method converts the problem of identification of noncausal AR system to the identification of nonminimum phase finite impulse response (FIR) systems in the cepstrum domain. The available cepstrum based FIR system identification algorithm can then be changed to noncausal AR system identification algorithm. Both parameter estimation and order selection procedure can be realized adaptively. the proposed algorithm also solved the problem of adaptive order determination of a noncausal AR system that is not mentioned in the literature. The stability of the identified system is guaranteed. Simulation examples are given to show its precision. |
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| 本文献已被 CNKI 等数据库收录！ |
