分数极点系统中非高斯稳定噪声的逆滤波方法

Adaptive Recursive Kalman Filtering Algorithm Based on Least p-Norm Criterion

!-稳定分布可以更好地描述实际应用中所遇到的具有显著脉冲特性的随机信号和噪声。!稳定分布没有统一闭式的概率密度函数,其二阶及二阶以上统计量均不存在。针对分数极点系统中存在的独立S!S噪声,论文提出一种分数极点系统中稳定分布噪声的逆滤波方法,并分析了算法的长记忆、最小相位、收敛特性。计算机模拟实验结果表明,这种算法是一种在S!S分布噪声条件下具有良好韧性的逆滤波方法。

Alpha stable distribution is better for modeling impulsive noises than Gaussian distribution in signal processing.This class of process has no close form of probability density function and finite second order moments.The authors propose a new inverse filtering algorithm based on innovation process with infinite variances in fractional poles system,and analyse its convergences.The simulation experiments show that the proposed new algorithm is robust.