[1]吴墀衍.稳健递推最小二乘法及其在功率谱估计中的应用[J].深圳大学学报理工版,1990,(1-2):40-48.
 Wu Chiyan.Robust RLS Algorithm with Application to Spectrum Estimation[J].Journal of Shenzhen University Science and Engineering,1990,(1-2):40-48.
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稳健递推最小二乘法及其在功率谱估计中的应用()
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《深圳大学学报理工版》[ISSN:1000-2618/CN:44-1401/N]

卷:
期数:
1990年1-2期
页码:
40-48
栏目:
环境与能源
出版日期:
1990-06-30

文章信息/Info

Title:
Robust RLS Algorithm with Application to Spectrum Estimation
作者:
吴墀衍
深圳大学电脑中心
Author(s):
Wu Chiyan
Shenzhen University computer center
摘要:
本文依据稳健估计理论,提出了一种稳健递推的最小二乘算法。理论分析和数字仿真的计算结果表明,该算法的抑制奇异值方面性能良好。
Abstract:
Observed data often contain outliers. A few of outliers have a serious havoc as
the conventional RLS is used. In this paper , we proposed a robust RLS algorithm based on the robust estimation theory. The theoretical analysis and numerical simulation show a good characteristics in restraining the outliers.
更新日期/Last Update: 2016-05-10