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广义最大总体相关熵自适应滤波算法
引用本文:赵海全,陈奕达.广义最大总体相关熵自适应滤波算法[J].信号处理,2021,37(8):1378-1383.
作者姓名:赵海全  陈奕达
作者单位:西南交通大学电气工程学院,西南交通大学磁浮技术与磁浮列车教育部重点实验室
基金项目:国家自然科学基金(6217010142, 61871461, 61571374, 52077181);四川省科技计划(2019YJ0225, 2020JDTD0009);国家轨道交通电气化及自动化工程技术研究中心(NEEC-2019-A02);中央高校基本科研业务费专项资金资助(2682021ZTPY091)
摘    要:在输入与输出信号都被噪声污染的含误差变量模型( errors-in-variables model, EIV)中,总体最小二乘算法已经得到了广泛地应用。然而在脉冲噪声干扰的情况下,其收敛性能就会恶化。因此为了处理这种被脉冲噪声污染的含误差变量模型的情况,本文将广义最大相关熵准则与总体最小二乘估计方法结合,提出了一种鲁棒的广义最大总体相关熵自适应滤波算法。通过算法仿真比较的结果得出所提出的算法在脉冲噪声环境下能够有效地抑制脉冲噪声的存在,有着较好的收敛性能和鲁棒性。 

关 键 词:含误差变量模型    总体最小二乘    广义最大相关熵准则    脉冲噪声
收稿时间:2021-03-01

Generalized Maximum Total Correntropy Adaptive Filtering Algorithm
Affiliation:The Key Laboratory of Magnetic Suspension Technology and Maglev Vehicle, Ministry of Education, Southwest Jiaotong University, and also with the School of Electrical Engineering, Southwest Jiaotong University
Abstract:In the errors-in-variables model which both input and output signals are contaminated by noise, the total least squares algorithm has been widely used. But in the case of impulse noise interference, its convergence performance will deteriorate. Therefore, in order to deal with the impulse noise-contaminated errors-in-variables model, this paper combines the generalized maximum correntropy criterion with the total least squares estimation method, and proposes a robust generalized maximum total correntropy adaptive filtering algorithm. Through the comparison of algorithm simulation results, it can be concluded that the proposed algorithm has better convergence performance and robustness under impulse noise environment, and can effectively suppress the existence of impulse noise. 
Keywords:
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