| 摘要 |
PROBLEM TO BE SOLVED: To obtain a unit for updating the coefficient of an adaptive filter, a program for implementing it and a recording medium stored with that program, in which a variety of systems can be responded flexibly and at a high rate. SOLUTION: For an observation signal yt , provided by a system having unknown characteristics in the order of a time series t, a signal Xt (i) obtained by a filter having number of stages of I (1<=i<=I, 1<=m<=I) depending on its observation signal, a coefficient Ht (i) of its filter, and a specific integer J(>=2), a value p(m) is given according to equation (1), and the ratio Ht (m) of moving average values of p(m) and q(m) (=Xt <2> (m)) for each period Jt is provided, as a coefficient to the filter. |
