一类子空间跟踪方法的改进

Modification Algorithms for a Class of Subspace Tracking Methods

  • 摘要: 子空间分析方法广泛应用于信号处理领域,运算复杂度的高低,是决定算法实时性的关键。本文通过对DPM类、OJA类子空间跟踪方法的分析,在保证算法稳健的前提下,提出一类简化运算量的子空间跟踪方法(MFDPM、MFOOJA)。实验仿真表明,MFDPM、MFOOJA与FDPM、FOOJA具有相似的收敛速度和稳态误差。在有限字长条件下,MFDPM、MFOOJA对舍入误差累积不敏感,具有很强的鲁棒性,并保证子空间基的标准正交收敛。

     

    Abstract: Subspace analysis is a frequently encountered method in many signal processing fields. Computational complexity is a very important point for real time implementation. Starting from analysis of DPM and OJA classes of subspace tracking methods, we proposed modified methods for them, named as MFDPM and MFOOJA, which are numerically stable and less computational complexity. Simulation results verified that the proposed algorithms have similar convergence speed and steadystate error compared to FDPM or FOOJA. And the proposed algorithms are less sensitive to roundoff error accumulation under the finite word length condition and guarantee orthonormality convergence, so which are robust.

     

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