基金Supported by National Natural Science Foundation of China(40701132)the Key Project of Chinese Ministry of Education(209057)+1 种基金Anhui Provincial Natural Science Foundation(090412028)Foundation of Anhui Educational Committee(KJ2008A114)
文摘针对复杂噪声环境下的参数估计问题,提出了一种稳健的自适应序贯M估计算法(Adaptive RecursiveM-Estimation,ARME),并从理论分析和Monte Carlo实验仿真两方面分析了该算法的收敛性、渐进无偏特性和稳健性.理论分析和仿真试验表明:在高斯白噪声背景下,ARME具有与序贯最小二乘算法(Recursive Least Square,RLS)相近的性能;在有突出干扰等非高斯噪声背景下,与RLS相比,ARME的参数估计收敛速度更快,估计误差更小,而且在稳健性上大大优于RLS.