一种具有进化遗忘因子的RLS算法

Sheng Zhang, Jiashu Zhang
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引用次数: 6

摘要

本文提出了一种新的递归最小二乘(RLS)算法,该算法采用进化方法自动确定其遗忘因子。进化方法通过比较输出误差和阈值来增加或减少遗忘因子。实验结果表明,与RLS相比,该算法收敛速度快,稳态误差小。
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An RLS algorithm with evolving forgetting factor
This paper presents a novel recursive least squares (RLS) algorithm which automatically determines its forgetting factor by an evolutionary method. The evolutionary method increases or decreases the forgetting factor by comparing the output error with a threshold. The experimental results show that the proposed algorithm has fast convergence speed and small steady-state error compared to the RLS.
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