了解FTF算法的爆炸性发散

J. Bunch, R. L. Borne, I. Proudler
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引用次数: 1

摘要

快速横向滤波(FTF)算法虽然具有许多优良的性能,但也存在爆炸性发散的问题。当算法看似正常地执行其操作,产生可用的解时,当算法似乎突然产生极大的误差和明显无用的解时,这种类型的发散就会发生。虽然已知后向一致性的损失是导致扰动的原因,即更新方程没有明确地强制更新参数之间的相互关系的违反,但不知道为什么算法遭受爆炸性散度而不是作为连续函数随时间增长的散度。已经提出了一些算法来规避这个问题,但这些算法是否已经解决了这个问题,或者只是把它推迟到以后的迭代中,还需要通过理论论证来证明。在这里,我们提供了一个基本原理来解释发散的爆炸性特征,这是固有的方式,其中FTF算法推导。
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Understanding the explosive divergence of the FTF algorithm
Along with its many desirable properties the fast transversal filter (FTF) algorithm suffers from explosive divergence. This type of divergence occurs when the algorithm is seemingly performing its operations normally, producing usable solutions, when the algorithm appears to suddenly produce extremely large errors and an obviously useless solution. Although it is known that a loss of backward consistency is the cause for the resultant perturbations, i.e., a violation to interrelationships between update parameters are not explicitly enforced by the update equations, it is not known why the algorithm suffers explosive divergence rather than a divergence that grows as a continuous function over time. Algorithms have been proposed to circumvent this problem but it remains to be shown through theoretical justification whether these algorithms have remedied the problem or only put it off to some later iteration. Here, we provide a rationale to explain the explosive character of divergence that is inherent to the manner in which the FTF algorithm is derived.
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