A Novel Adaptive Filter Algorithm Based on DFP Technique

摘要：

Applying a variable convergence factor technique,we derive an adaptive filter based on Davidon-Fletcher-Powell (DFP)algorithm and present update recursion of the inverse autocorrelation matrix estimation.Under MATLAB 7.0,DFP algorithm is implemented in parameter identification and short-term traffic flow prediction.Simulation results obtained demonstrate that divergence may exist in application to parameter identification because of inappropriate parametersselection for LMS and RLS algorithm that must predefine parameters algorithms.However,DFP algorithm can always guarantee its stability and convergence characteristics.Applications to short term traffic flow prediction show that DFP algorithm is well capable of reflecting change tendency and regularity of traffic flow series and is characteristic of higher prediction accuracy.

作者: ZHANG Yumei BAI Shulin

作者单位: Department of Computer Science,Shaanxi Normal University,Xian 710062,P.R.China School of Electronics and Information,Northwestern Polytechnical University,Xian 710072,P.R.China X

会议类型: 国际会议

会议名称: The 30th Chinese Control Conference(第三十届中国控制会议)

会议地点: 烟台

会议语种:英文

页码: 1-4

在线出版日期: 2011-07-01（万方平台首次上网日期，不代表论文的发表时间）