Title :
A new recursive algorithm for estimating the adaptive function coefficients autoregressive (AFAR) models in impulsive noise environment
Author :
Chan, S.C. ; Lau, W.Y. ; Leung, C.H.
Author_Institution :
Dept. of Electr. & Electron. Eng., Hong Kong Univ.
Abstract :
This paper proposes a recursive algorithm for estimating the adaptive function coefficients autoregressive (AFAR) models. Due to its recursive nature, its arithmetic complexity is relatively lower than conventional methods. Furthermore, a new M-estimation-based AFAR parameter estimation algorithm is developed to suppress the effect of impulsive outliers. Simulation results show that the M-estimation-based algorithm offers improved performance than the conventional LS-based algorithm
Keywords :
autoregressive processes; impulse noise; iterative methods; maximum likelihood estimation; recursive estimation; time series; M-estimation; adaptive function coefficients; arithmetic complexity; autoregressive models; impulsive noise environment; impulsive outliers effect; parameter estimation; recursive algorithm; Arithmetic; Biological system modeling; Information analysis; Parameter estimation; Polynomials; Predictive models; Recursive estimation; Time series analysis; Vectors; Working environment noise;
Conference_Titel :
Circuits and Systems, 2006. ISCAS 2006. Proceedings. 2006 IEEE International Symposium on
Conference_Location :
Island of Kos
Print_ISBN :
0-7803-9389-9
DOI :
10.1109/ISCAS.2006.1693568
