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一种基于三阶累积量的准则及自适应滤波算法

高鹰 谢胜利

高鹰, 谢胜利. 一种基于三阶累积量的准则及自适应滤波算法[J]. 电子与信息学报, 2002, 24(9): 1197-1121.
引用本文: 高鹰, 谢胜利. 一种基于三阶累积量的准则及自适应滤波算法[J]. 电子与信息学报, 2002, 24(9): 1197-1121.
Gao Ying, Xie Shengli. A third-order cumulant-based criterion and adaptive filtering algorithm[J]. Journal of Electronics & Information Technology, 2002, 24(9): 1197-1121.
Citation: Gao Ying, Xie Shengli. A third-order cumulant-based criterion and adaptive filtering algorithm[J]. Journal of Electronics & Information Technology, 2002, 24(9): 1197-1121.

一种基于三阶累积量的准则及自适应滤波算法

A third-order cumulant-based criterion and adaptive filtering algorithm

  • 摘要: 该文提出了一个基于三阶累积量的优度准则。基于此准则,利用最速下降法,得到一种新的基于三阶累积的梯度型自适应滤波算法,该算法用于平稳和非平稳的MA(Moving Average)模型系统辨识的计算机模拟仿真结果表明:该算法有良好的收敛性能及对时变系统的跟踪能力。
  • B. Friedlander, B. Porat, Asymptotically optimal estimation of MA and ARMA parameters ofnon-Gaussian processed from high-order moments, IEEE Trans. on Automat. Contr., 1993,35(1), 25-37.[2]H.H. Chiang, C. L. Nikias, A new method for adaptive time delay estimation for non-Gasussiansignals, IEEE Trans. on Acoust., Speech, Signal Processing, 1990, 38(2), 209-219.[3]C.Y. Chi, W. J. Chang, New higher-order statistics based criterion for the design of linearprediction error filters, Proc. IEEE Signal Processing Workshop on Higher-Order Statistics,South Lake Tahoe, CA,June 7, 1993, 106-110.[4]C.Y. Chi, W. J. Chang, C. Febg, A new algorithm for the design of linear prediction error filtersusing cumulant-based MSE criterion, IEEE Trans. on SP, 1994, 42(10), 2876-2880.[5]D.C. Shin, C. L. Nikias, Adaptive interference canceler for narrowband/wideband interferencesusing higher-order statistics, IEEE Trans. on SP, 1994, 42(10), 2715-2728.[6]Yuan-Hwang Chen, Jyh-Jeng Lou, A new higher-order cumulant-based criterion for adaptiveinterference cancelling, IEEE Antennas and Propagation Society International Symposium, NewYork, USA, 1997, Vol.4, 2434-2437.[7]W. S. Chow, Gou Fei, Siu-yeung Cho, Higher order cumulants-based least squares fornonminimum-phase systems identification. IEEE Trans. on Industrial Electronics, 1997, 44(5),707-716.[8]D.G. Luenberger, Linear and Nonlinear Programming, MA: Addison-Wesley, 1984, Chapter 2.[9]C.L. Nikias, A. Petropuou, Higher-Order Spectra Analysis, A Nonlinear Signal Processing Framework, Englewood Cliffs, NJ: Prentice Hall, 1989,124-125.
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出版历程
  • 收稿日期:  2000-09-01
  • 修回日期:  2001-03-06
  • 刊出日期:  2002-09-19

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