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A Modified RLS Algorithm with Fast Tracking Capability
Author(s): 
Pages: 345-348
Year: Issue:  8
Journal: Computer Simulation

Abstract: 为了改善固定遗忘因子BLS(Recursive least-square)算法在时变系统中的跟踪性能,提出了一种改进的BLS算法.改进的BLS算法结合了可变遗忘因子的BLS算法和自扰动BLS算法,既克服了固定遗忘因子RLS算法中跟踪速度和参数失调的矛盾,而且也避免了当参数估值趋向于参数真值时,卡尔曼增益趋于零,从而BLS算法失去对时变系统的跟踪能力的问题.最后,在MATLAB平台下,对改进后的RI...
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