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A novel extended kernel recursive least squares algorithm

delete2012-08-01
delete24
PRE
AI
P
Pingping Zhu *
B
Badong Chen
J
José C. Prı́ncipe
DOI:10.1016/j.neunet.2011.12.006delete
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摘要

摘要

En 中文
In this paper, a novel extended kernel recursive least squares algorithm is proposed combining the kernel recursive least squares algorithm and the Kalman filter or its extensions to estimate or predict signals. Unlike the extended kernel recursive least squares (Ex-KRLS) algorithm proposed by Liu, the state model of our algorithm is still constructed in the original state space and the hidden state is estimated using the Kalman filter. The measurement model used in hidden state estimation is learned by the kernel recursive least squares algorithm (KRLS) in reproducing kernel Hilbert space (RKHS). The novel algorithm has more flexible state and noise models. We apply this algorithm to vehicle tracking and the nonlinear Rayleigh fading channel tracking, and compare the tracking performances with other existing algorithms. (C) 2011 Elsevier Ltd. All rights reserved.
Keyword:
Kalman filter
RLS algorithm
Extended-RLS algorithms
Extended kernel RLS algorithm
Tracking performance
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期刊

Neural Networks 封面图
Neural Networks
IF:
6.3
论文数:
8.2K
被引数:
3.0W

机构

State University System of Florida 封面图
State University System of Florida
学者数:
12.8W
论文数: 10.9W
被引数: 130
引用论文

引用论文

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