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首页> 外文期刊>International Journal of Innovative Computing Information and Control >ADAPTIVE FILTERING WITH ADAPTIVE p-POWER ERROR CRITERION
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ADAPTIVE FILTERING WITH ADAPTIVE p-POWER ERROR CRITERION

机译:具有自适应p功率误差准则的自适应滤波

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摘要

In a previous paper, we have proposed a novel approach to choose an optimal p-power error criterion for adaptive filtering, by minimizing a Kullback-Leibler informa tion divergence (KL-divergence). However, the method requires exact knowledge of the noise PDF, which reduces its practicality since in real life scenario the noise distribu tion is usually unknown. In the present paper, we propose a more practicable method, in which the optimal p value is approximately determined by using the error samples on-line, without resorting to a priori knowledge of the noise. The mean-square convergence of the proposed algorithm is studied, and an upper bound of the step-size is derived. Monte Carlo simulation results confirm the effectiveness and superiority of the new method.
机译:在先前的论文中,我们提出了一种通过最小化Kullback-Leibler信息散度(KL-divergence)来选择最佳p功率误差准则进行自适应滤波的新颖方法。然而,该方法需要对噪声PDF的确切了解,这降低了其实用性,因为在现实生活中,噪声分布通常是未知的。在本文中,我们提出了一种更实用的方法,其中最佳p值是通过使用在线误差样本近似确定的,而无需借助噪声的先验知识。研究了该算法的均方收敛性,推导了步长的上限。蒙特卡洛仿真结果证实了该方法的有效性和优越性。

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