Nonlinear Least lp-Norm Filters for Nonlinear Autoregressive α-Stable Processes

Digital Signal Processing - Tập 12 - Trang 119-142 - 2002
Ercan E. Kuruoǧlu1
1Istituto di Elaborazione della Informazione, Consiglio Nazionale delle Ricerche, Area della Ricerca di Pisa, Via G. Moruzzi, 1, I-56124, Pisa, Italy

Tài liệu tham khảo

Arikan, 1994, Adaptive filtering for non-Gaussian stable processes, IEEE Signal Process. Lett., 1, 163, 10.1109/97.335063

Arnold, 1997, Recursive fitting of self-exciting threshold autoregressive models, 79

Bracalari, 1994, On a nonlinear autoregressive method applied to geophysical signals, Geophysics, 59, 1270, 10.1190/1.1443684

Burrus, 1994, Iterative reweighted least-squares design of FIR filters, IEEE Trans. Signal Process., 42, 2926, 10.1109/78.330353

Byrd, R. H. and, Pyne, D. A, Convergence of the iteratively reweighted least squares algorithm for robust regression, Technical Report 313, John Hopkins University, 1979.

Cambanis, 1981, Linear problems in pth order and stable processes, SIAM J. Appl. Math., 41, 43, 10.1137/0141005

Christini, 1995, Application of linear and nonlinear time series modeling to heart rate dynamics analysis, IEEE Trans. Biomed. Eng., 42, 411, 10.1109/10.376135

Coker, 1980, A nonlinear adaptive noise canceller

Davis, 1992, M-estimation for autoregressions with infinite variance, Stochastic Process Appl., 40, 145, 10.1016/0304-4149(92)90142-D

Ekblom, 1973, Calculation of linear best Lp-approximations, BIT, 13, 292, 10.1007/BF01951940

Feller, 1966

Fletcher, 1971, The calculation of linear best lp approximations, Comput. J., 14, 276, 10.1093/comjnl/14.3.276

Gallardo, 2000, Use of alpha-stable self similar stohastic processes for modelling traffic in broadband networks, Perf. Eval., 40, 71, 10.1016/S0166-5316(99)00070-X

Huber, 1974, Numerical solution of robust regression problems

Hunt, 1997, Nonlinear AR modeling, Circuits Systems Signal Proc., 14, 689, 10.1007/BF01213965

Kahng, 1972, Best lp-norm approximation, Math. Comp., 26, 118

Kim, 1995, Adaptive robust impulsive noise filtering, IEEE Trans. Signal Process., 43, 1855, 10.1109/78.403344

Koh, 1985, Second-order Volterra filtering and its application to nonlinear system identification, IEEE Trans. Acoustics Speech, Signal Process., 33, 1445, 10.1109/TASSP.1985.1164730

Kolmogorov, 1941, Interpolation und extrapolation von stationaren zufallingen folgen, Bull. Acad. Sci. USSR Ser. Math., 5, 3

Knight, 1987, Rate of convergence of central estimates of autoregressive parameters for infinite variance auto regressions, J. Time Series Anal., 8, 51, 10.1111/j.1467-9892.1987.tb00420.x

Kuruoǧlu, 1995

Kuruoǧlu, 1998

Kuruoǧlu, 1997, Least lp-norm estimation of autoregressive model coefficients of symmetric α-stable processes, IEEE Signal Process. Lett., 4, 201, 10.1109/97.596886

Kuruoǧlu, 1998, Least lp-norm impulsive noise cancellation with polynomial filters, Signal Process., 69, 1, 10.1016/S0165-1684(98)00083-8

Kuruoǧlu, 2001, Modelling images using α-stable textures

Kuruoǧlu, 2001, Density parameter estimation of skewed α-stable distributions, IEEE Trans. Signal Process., 49, 2192, 10.1109/78.950775

Mandelbrot, 1963, The variation of certain speculative prices, J. Business, 36, 394, 10.1086/294632

Marchetti, 1998, DS/CDMA performance evaluation in heavily faded satellite channel disturbed by Gaussian and impulsive noise

Merle, 1974, Computational experiences with discrete lp-approximation, Computing, 12, 315, 10.1007/BF02253335

Mertz, 1961, Model of impulsive noise for data transmission, IRE Trans. Comm. Systems, 9, 130, 10.1109/TCOM.1961.1097672

Middleton, 1977, Statistical-physical models of electromagnetic interference, IEEE Trans. Electromagnetic Compatibility, 19, 106, 10.1109/TEMC.1977.303527

Muller, 1993, Distribution shape of two-dimensional DCT coefficients of natural images, Electr. Lett., 29, 1935, 10.1049/el:19931288

Nikias, 1995

Nisbet, 1996, Reduced state methods in nonlinear prediction, Signal Process., 48, 37, 10.1016/0165-1684(95)00122-0

Resnick, 1998, Why non-linearities can ruin the heavy tailed modeler's day

Rice, 1968, The Lawson algorithm and extension, Math. Comp., 22, 118, 10.1090/S0025-5718-1968-0232137-4

Samorodnitsky, 1994

Schetzen, 1980

Schroeder, 1991, Lp normed minimization with applications to linear predictive modeling for sinusoidal frequency estimation, Signal Process., 24, 193, 10.1016/0165-1684(91)90131-2

Shao, 1993, Signal processing with fractional lower order moments: stable processes and their applications, Proc. IEEE, 81, 986, 10.1109/5.231338

Slock, 1993, On the convergence behavior of the LMS and the normalized LMS algorithms, IEEE Trans. Signal Process., 41, 2811, 10.1109/78.236504

Stuck, 1978, Minimum error dispersion linear filtering of scalar symmetric stable processes, IEEE Trans. Automatic Control, 23, 507, 10.1109/TAC.1978.1101763

Tong, 1995

Tsihrintzis, 1996, Fractional lower-order statistics-based ambiguity functions for differential delay Doppler estimation, IEE Proc.-Radar, Sonar Navigation, 143, 358, 10.1049/ip-rsn:19960607

Wegman, 1989

Widrow, 1985

Wolfe, 1979, On the convergence of an algorithm for discrete lp approximation, Numer. Math., 32, 439, 10.1007/BF01401047

Zolotarev, 1957, Mellin–Stieltjes transforms in probability theory, Theory Prob. Appl., 2, 433, 10.1137/1102031