Tracking Dynamic Systems in α-Stable Environments

Pouria Taleb, Stefan Werner, Shengxi Li, D. P. Mandic

Tutkimustuotos: Artikkeli kirjassa/konferenssijulkaisussaConference article in proceedingsScientificvertaisarvioitu

22 Sitaatiot (Scopus)
280 Lataukset (Pure)

Abstrakti

In order to accommodate for modern adaptive filtering applications, the classic adaptive filtering paradigm is considered from a more general perspective. The new formulation allows for time dependent variations in the state of the system and more importantly it relaxes the Gaussian assumption to the generalized setting of α-stable distributions. In this work, based on the principles of gradient descent and fractional-order calculus, a cost-effective technique for tracking the state of such a system is derived. For rigour, performance of the derived filtering technique is analyzed and convergence conditions are established.
AlkuperäiskieliEnglanti
Otsikko44th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019; Brighton; United Kingdom; 12-17 May 2019 : Proceedings
KustantajaIEEE
Sivut4853-4857
Sivumäärä5
ISBN (elektroninen)978-1-4799-8131-1
ISBN (painettu)978-1-4799-8132-8
DOI - pysyväislinkit
TilaJulkaistu - 1 toukok. 2019
OKM-julkaisutyyppiA4 Artikkeli konferenssijulkaisussa
TapahtumaIEEE International Conference on Acoustics, Speech, and Signal Processing - Brighton, Iso-Britannia
Kesto: 12 toukok. 201917 toukok. 2019
Konferenssinumero: 44

Julkaisusarja

NimiProceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing
ISSN (painettu)1520-6149
ISSN (elektroninen)2379-190X

Conference

ConferenceIEEE International Conference on Acoustics, Speech, and Signal Processing
LyhennettäICASSP
Maa/AlueIso-Britannia
KaupunkiBrighton
Ajanjakso12/05/201917/05/2019

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