| 引用本文: | 陈学敏,郭桂蓉.WCE迭代算法的收敛性分析.[J].国防科技大学学报,1986,(3):11-20.[点击复制] |
| Chen Xuemin,Guo Guirong.The Convergence Analysis of the WCE Iterative Algorithm[J].Journal of National University of Defense Technology,1986,(3):11-20[点击复制] |
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| WCE迭代算法的收敛性分析 |
| 陈学敏, 郭桂蓉 |
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| 摘要: |
| 本文针对 D.F.Delong教授在文献[1]中提出的一种新算法—WCE迭代算法，运用非线性数值分析理论，导出了该算法的收敛条件。进而，从理论上证明了WCE算法的收敛性与初值选取无关。并且，这一结论也由作者通过计算机仿真研究取得的数值结果所完全证实。 |
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| 投稿日期：1986-01-02 |
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| The Convergence Analysis of the WCE Iterative Algorithm |
| Chen Xuemin, Guo Guirong |
| Abstract: |
| For the system of adaptive signal processing，the practical application of an algorithm is often limited by its convergence. Thus，it is necessary for a complete algorithm to involve the convergence analysis. In this paper，using the theory of nonliner numerical analysis，the convergence condition is derived for a new algorithm，the Weighted Covariance Estimation (WCE), developed by D.F.Delong[1] in 1979. Thereof，it is proved theoretically that the convergence of the WCE algorithm is independent of the choice of initial value. This conclusion is verified by the authors from the numerical results obtained through the investigation of computer simulation. |
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