Alpha-stable signals and adaptive filtering (Q2734411)
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scientific article; zbMATH DE number 1634018
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| English | Alpha-stable signals and adaptive filtering |
scientific article; zbMATH DE number 1634018 |
Statements
Alpha-stable signals and adaptive filtering (English)
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9 November 2003
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adaptive filtering
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convergence analysis
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FIR linear filtering
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symmetric \(\alpha\)-stable processes
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signed error algorithm
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sign-sign algorithm
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asymptotic normality
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The paper studies signal processing methods for not Gaussian stationary \(\alpha\)-stable processes. First the problem of FIR linear filtering is considered, and then convergence results for adaptive filtering algorithms are obtained. In particular, asymptotic time average convergence is shown for the signed error algorithm while convergence and asymptotic normality of the estimation error is proved for the sign-sign algorithm applied to linear regression models.
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0.8565071821212769
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0.7863819003105164
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0.7808635830879211
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