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一个网络参数估计的增量式RLS算法

王忠禹 冶继民

吉林大学学报(理学版)2026,Vol.64Issue(3):643-649,7.
吉林大学学报(理学版)2026,Vol.64Issue(3):643-649,7.DOI:10.13413/j.cnki.jdxblxb.2025012

一个网络参数估计的增量式RLS算法

An Incremental RLS Algorithm for Network Parameter Estimation

王忠禹 1冶继民1

作者信息

  • 1. 西安电子科技大学数学与统计学院,西安 710126
  • 折叠

摘要

Abstract

Aiming at the problem that existing incremental least mean square algorithms,which relied solely on the local data at each node to perform local estimation,suffered from low estimation accuracy under limited information exchange,we proposed an incremental recursive least squares algorithm based on cyclic network estimation.The algorithm performed exponentially weighted summation of local loss functions node by node in the cyclic network,and recursively solved the local estimate at each node by using only the local estimate of parameter and intermediate process matrix estimate from the immediately preceding node.It featured low demand for information exchange and high estimation accuracy.Through theoretical analysis of the mean and mean-square error of proposed estimation method,the simulation experimental results are highly consistent with the theoretical analysis.In different application scenarios,the estimation accuracy of proposed algorithm is superior to the current comparative incremental least mean square algorithms,providing an efficient and practical solution for parameter estimation in distributed cyclic networks.

关键词

自适应算法/增量形式/递归最小二乘

Key words

adaptive algorithm/incremental form/recursive least squares

分类

信息技术与安全科学

引用本文复制引用

王忠禹,冶继民..一个网络参数估计的增量式RLS算法[J].吉林大学学报(理学版),2026,64(3):643-649,7.

基金项目

国家自然科学基金(批准号:12571329). (批准号:12571329)

吉林大学学报(理学版)

1671-5489

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