Hybrid Polynomial Filters for Gaussian and Non-Gaussian Noise Environments

Traditional polynomial filtering theory, based on linear combinations of polynomial terms, is able to approximate important classes of nonlinear systems. The linear combination of polynomial terms, however, yields poor performance in environments characterized by Gaussian and heavy tailed distributions. Weighted median and weighted myriad filters, in contrast, are well known for their outlier suppression and detail preservation properties. It is shown here that the weighted median and weighted myriad methodologies are naturally extended to the polynomial sample case, yielding hybrid filter structures that exploits the higher-order statistics of the observed samples while simultaneously being robust to outliers for both Gaussian and heavy-tailed distributions environments. Moreover, the introduced hybrid polynomial filter classes are well motivated by analysis of cross and square term statistics of Gaussian and heavy-tailed distributions. A presented asymptotic tail mass analysis shows that polynomial terms, both under Gaussian and heavy-tailed noise statistics, have heavier tails than the observed samples, indicating that robust combination methods should be utilized to avoid undue influence of outliers. Further analysis shows weighted median processing of polynomial terms for the Gaussian noise case, and weighted median and weighted myriad processing of cross and square terms, respectively, for the heavy-tailed noise case, are justified from a maximum likelihood perspective. Filters parameter optimization procedures are also presented. Finally, the effectiveness of hybrid filters is demonstrated through simulations that include temporal, spectrum, and bispectrum analysis