CAJ | 학술논문

为克服最小二乘法或归一化最小二乘法在二阶Volterra建模时参数选择不当引起的问题，在最小二乘法基础上，应用一种基于后验误差假设的可变收敛因子技术，构建了一种基于Davidon-Fletcher-Powell算法的二阶Volterra模型（DFPSOVF ）。给出参数估计中自相关逆矩阵估计的递归更新公式，并对其正定性、有界性和τ（ n ）的作用进行了研究。将DFPSOVF模型应用于R?ssler混沌序列的单步预测，仿真结果表明其能够保证算法的稳定性和收敛性，不存在最小二乘法和归一化最小二乘法的发散问题。
위극복최소이승법혹귀일화최소이승법재이계Volterra건모시삼수선택불당인기적문제，재최소이승법기출상，응용일충기우후험오차가설적가변수렴인자기술，구건료일충기우Davidon-Fletcher-Powell산법적이계Volterra모형（DFPSOVF ）。급출삼수고계중자상관역구진고계적체귀경신공식，병대기정정성、유계성화τ（ n ）적작용진행료연구。장DFPSOVF모형응용우R?ssler혼돈서렬적단보예측，방진결과표명기능구보증산법적은정성화수렴성，불존재최소이승법화귀일화최소이승법적발산문제。
To overcome problems caused by improper parameters selection when least mean square (LMS )or normalized LMS(NLMS)method is apphied to model second-order Volterra ,based on the LMS method ,a novel Davidon-Fletcher-Powell (DFP )-method-based second-order Volterra filter (DFPSOVF )was proposed ,which is based on a posteriori error assumption and is characteristic of a variable convergence factor .Recursive update formulation positive definiteness and bounded property of the in-verse autocorrelation matrix estimation ,role of τ( n ) of DFPSOVF model are studied .Simulations ,which apply DFPSOVF model to single step predictions for R?ssler chaotic time series ,illustrate that the proposed algorithm can guarantee its stability and conver-gence and there haven’t divergence problems using LMS and NLMS algorithms .