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.

fYear

2006

fDate

21-24 May 2006

Lastpage

4255

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;

fLanguage

English

Publisher

ieee

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

Type

conf

DOI

10.1109/ISCAS.2006.1693568

Filename

1693568