Title :
Alpha-stable signals and adaptive filtering
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., San Diego, La Jolla, CA, USA
fDate :
11/1/2000 12:00:00 AM
Abstract :
Let {Dk,Xk} be jointly stationary symmetric α-stable processes with index 1<α<2. We first consider the problem of optimal FIR linear and regression filters. We then consider the signed-error and sign-sign adaptive filtering algorithms for the estimation of the desired signal Dj on the basis of the input vector Xj. Various convergence results are established for the signal and tap weights estimation errors
Keywords :
FIR filters; adaptive filters; estimation theory; numerical stability; adaptive filtering; alpha-stable signals; convergence; desired signal; input vector; optimal FIR linear filter; regression filter; sign-sign adaptive filtering algorithms; signed-error algorithm; stationary symmetric α-stable processes; tap weights estimation errors; Acoustic signal processing; Adaptive filters; Convergence; Estimation theory; Filtering algorithms; Finite impulse response filter; Gaussian processes; Nonlinear filters; Random variables; Signal processing algorithms;
Journal_Title :
Signal Processing, IEEE Transactions on
