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System state adaptive estimation method based on extended kernel recursive maximum correlated entropy criterion

A technology of maximum correlation entropy and self-adaptive estimation, applied in the direction of self-adaptive network, impedance network, electrical components, etc., to achieve good application prospects and good performance.

Inactive Publication Date: 2016-09-21
DALIAN UNIV OF TECH
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Problems solved by technology

[0003] At the level of theoretical research and application methods, there are different technical achievements for the case of Gaussian distribution noise and non-Gaussian distribution noise, for the case of linear system and nonlinear system, and even for the case of time-varying and time-invariant system states. But under the non-Gaussian distributed noise condition, the very complex situation of the nonlinear system with slow time-varying state, there are still gaps in theoretical research and technical methods, which is also the problem to be solved by the present invention

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  • System state adaptive estimation method based on extended kernel recursive maximum correlated entropy criterion
  • System state adaptive estimation method based on extended kernel recursive maximum correlated entropy criterion
  • System state adaptive estimation method based on extended kernel recursive maximum correlated entropy criterion

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[0029] In order to make the purpose, technical solutions and advantages of the embodiments of the present invention more clear, the technical solutions in the embodiments of the present invention are clearly and completely described below in conjunction with the drawings in the embodiments of the present invention. The overall algorithm flow chart is as follows figure 1 Shown:

[0030] The first step is to get the mathematical model and cost function of the system

[0031] 1) The mathematical model of the system is represented by formula (1) state equation and formula (2) observation equation, and the mathematical model is suitable for describing nonlinear and slowly time-varying systems;

[0032] x ~ ( n ) = A x ~ ( n - 1 ) + n ...

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Abstract

The invention belongs to the technical field of adaptive signal processing, and provides an adaptive system state estimation method based on the extended kernel recursive maximum correlation entropy criterion. Estimate and track. The method includes: 1) Proposing a mathematical model suitable for describing nonlinear, slowly time-varying systems and a cost function based on the maximum correlation entropy criterion; 2) Iterating the system state in the regenerating kernel Hilbert space; 3 ) uses the kernel technique to iteratively solve the system state in the input space to realize the adaptive estimation of the system state. Experiments prove that the performance of the algorithm of the present invention is good, and it has good application prospects in real engineering applications.

Description

technical field [0001] The invention belongs to the technical field of adaptive signal processing, and relates to a state adaptive estimation method of a nonlinear, slowly time-varying system under the condition of non-Gaussian noise, in particular to an adaptive system state based on an extended kernel recursive maximum correlation entropy criterion Estimation method. Background technique [0002] Adaptive filtering technology is one of the theories in the field of signal processing. Since the adaptive filtering algorithm was proposed, it has been widely used in various practical projects. For example, adaptive delay estimation, adaptive noise cancellation, adaptive system identification, adaptive channel equalization, adaptive reverberation cancellation and so on. It can be seen that in daily life, the adaptive filtering method is extremely important. [0003] At the level of theoretical research and application methods, there are different technical achievements for the...

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Application Information

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IPC IPC(8): H03H21/00
CPCH03H21/0043
Inventor 邱天爽栾声扬朱永杰于玲张金凤刘涛马济通宋爱民
Owner DALIAN UNIV OF TECH
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