Robust Parameter and Scale Factor Estimation in Nonstationary and Impulsive Noise Environment
The problem of FIR system parameter estimation has been considered in the paper. A new robust recursive algorithm for simultaneously estimation of parameters and scale factor of prediction residuals in non-stationary environment corrupted by impulsive noise has been proposed. The performance of derived algorithm has been tested by simulations.
<p>[1] P. J. Huber, Robust Statistic, New York, Willey, 1981.
[2] Z. Banjac, B. Kovacevic, M. Veinovic, M. Milosavljevic, "Robust least mean square adaptive FIR filter algorithm", IEE Proceedings - Vision, Image, and Signal Processing, Vol.148, No.5, 2001, pp. 332-336.
[3] Z. Banjac, B. Kovacevic, M. Milosavljevic, M. Veinovic, "Local echo canceller with optimal input design for true full-duplex speech scrambling system", IEEE Transaction on Signal Processing; Vol.50, No.8, 2002, pp.1877-1882.
[4] Barnet, T. Lewis, Outliers in Statistical Data, New York, Willey, 1978
[5] L. Ljung, T. Soderstrom, Theory and Practice of Recursive identification, MA: MIT Press, 1983
[6] S. Hykin, Adaptive Filter Theory, NY, Prentice Hall, 1991
[7] J. Chambers, A. Avlonitis, "A Robust Mixed Norm Adaptive Filter Algorithm," IEEE Signal Processing. Letters, Vol.4, No.2, 1997, pp. 46 -48</p>
<p>[1] P. J. Huber, Robust Statistic, New York, Willey, 1981.
[2] Z. Banjac, B. Kovacevic, M. Veinovic, M. Milosavljevic, "Robust least mean square adaptive FIR filter algorithm", IEE Proceedings - Vision, Image, and Signal Processing, Vol.148, No.5, 2001, pp. 332-336.
[3] Z. Banjac, B. Kovacevic, M. Milosavljevic, M. Veinovic, "Local echo canceller with optimal input design for true full-duplex speech scrambling system", IEEE Transaction on Signal Processing; Vol.50, No.8, 2002, pp.1877-1882.
[4] Barnet, T. Lewis, Outliers in Statistical Data, New York, Willey, 1978
[5] L. Ljung, T. Soderstrom, Theory and Practice of Recursive identification, MA: MIT Press, 1983
[6] S. Hykin, Adaptive Filter Theory, NY, Prentice Hall, 1991
[7] J. Chambers, A. Avlonitis, "A Robust Mixed Norm Adaptive Filter Algorithm," IEEE Signal Processing. Letters, Vol.4, No.2, 1997, pp. 46 -48</p>
@article{"International Journal of Electrical, Electronic and Communication Sciences:56428", author = "Zoran D. Banjac and Branko D. Kovacevic", title = "Robust Parameter and Scale Factor Estimation in Nonstationary and Impulsive Noise Environment", abstract = "The problem of FIR system parameter estimation has been considered in the paper. A new robust recursive algorithm for simultaneously estimation of parameters and scale factor of prediction residuals in non-stationary environment corrupted by impulsive noise has been proposed. The performance of derived algorithm has been tested by simulations.
", keywords = "Adaptive filtering, Non-Gaussian filtering, Robustestimation, Scale factor estimation.", volume = "1", number = "2", pages = "253-4", }