TY - GEN
T1 - Tracking Dynamic Systems in α-Stable Environments
AU - Taleb, Sayed Pouria
AU - Werner, Stefan
AU - Li, Shengxi
AU - Mandic, Danilo P.
N1 - Publisher Copyright:
© 2019 IEEE.
PY - 2019/5
Y1 - 2019/5
N2 - 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.
AB - 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.
KW - adaptive filtering/tracking
KW - fractional-order calculus
KW - fractional-order filtering
KW - α-stable signals
UR - https://www.scopus.com/pages/publications/85068998203
U2 - 10.1109/ICASSP.2019.8682736
DO - 10.1109/ICASSP.2019.8682736
M3 - 会议稿件
AN - SCOPUS:85068998203
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - 4853
EP - 4857
BT - 2019 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019 - Proceedings
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 44th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019
Y2 - 12 May 2019 through 17 May 2019
ER -