应用科学学报

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自适应信号处理中稳健估计的变步长仿射投影

贾冲 郭明喜 张雄伟   

  1. 解放军理工大学 通信工程学院,江苏 南京 210007
  • 收稿日期:2006-11-01 修回日期:2007-04-24 出版日期:2007-07-30 发布日期:2007-07-30

Variable Step-Size Affine Projection with Robust Estimators for Adaptive Signal Processing

JIA Chong, GUO Ming-xi, ZHANG Xiong-wei   

  1. Institute of Communications Engineering, PLA University of Science and Technology, Nanjing 210007 China
  • Received:2006-11-01 Revised:2007-04-24 Online:2007-07-30 Published:2007-07-30

摘要: 本文研究自适应仿射投影中的最优步长准则,提出一种新的指数型步长控制方法。针对APA类算法抗粗差能力差的缺点,通过三权法等效误差函数,将稳健M估计引入APA类算法,提出了稳健M估计变步长自适应仿射投影方法。理论分析和数值计算结果表明,MVAPA算法稳态失调小,抗粗差能力高于近来提出的仿射投影算法。

关键词: 自适应滤波器, 变步长仿射投影算法, 稳健估计, M估计

Abstract: We propose a variable step-size affine projection algorithm (APA) with robust-M estimators. The step-size is controlled with an exponential function, based on a criterion of optimal variable step-size performance. The robust-M estimators are applied to the variable step-size APA algorithm using the equivalent error with tri-weights. Theoretical analyses and numerical results show that the proposed algorithm performs well with a low misadjustment error rate and is robust against outliers.

Key words: adaptive filter, variable step-size affine projection algorithm, robust estimation, M-estimators