Optimal Adaptive Filtering Algorithm by Using the Fractional-Order Derivative

The previous work for the filter design considers uncorrelated white measurement noise disturbance. For more complex correlated noise disturbance, the conventional adaptive filter results in biased estimates. To overcome this problem, we introduce a linear prefilter to whiten the correlated noise (i...

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Published inIEEE signal processing letters Vol. 29; pp. 399 - 403
Main Authors Zhang, Xiao, Ding, Feng
Format Journal Article
LanguageEnglish
Published New York IEEE 2022
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
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Abstract The previous work for the filter design considers uncorrelated white measurement noise disturbance. For more complex correlated noise disturbance, the conventional adaptive filter results in biased estimates. To overcome this problem, we introduce a linear prefilter to whiten the correlated noise (i.e., colored noise) for obtaining the unbiased estimate of the filter weight. Moreover, the design of some adaptive filters mainly focuses on the integer-order optimization methods. However, compared with the integer-order-based adaptive algorithms, the fractional-order-based algorithms show better performance. Thus, this letter develops a new gradient approach for the adaptive filter design based on the fractional-order derivative and a linear filter. Finally, the simulation results are provided from the system identification perspective for demonstrating the performance analysis of the proposed algorithms.
AbstractList The previous work for the filter design considers uncorrelated white measurement noise disturbance. For more complex correlated noise disturbance, the conventional adaptive filter results in biased estimates. To overcome this problem, we introduce a linear prefilter to whiten the correlated noise (i.e., colored noise) for obtaining the unbiased estimate of the filter weight. Moreover, the design of some adaptive filters mainly focuses on the integer-order optimization methods. However, compared with the integer-order-based adaptive algorithms, the fractional-order-based algorithms show better performance. Thus, this letter develops a new gradient approach for the adaptive filter design based on the fractional-order derivative and a linear filter. Finally, the simulation results are provided from the system identification perspective for demonstrating the performance analysis of the proposed algorithms.
Author Zhang, Xiao
Ding, Feng
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Snippet The previous work for the filter design considers uncorrelated white measurement noise disturbance. For more complex correlated noise disturbance, the...
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SubjectTerms Adaptation models
Adaptive algorithms
Adaptive filtering
Adaptive filters
Algorithms
Colored noise
Convergence
Estimation
Filter design (mathematics)
Finite impulse response filters
fractional-order derivative
gradient search
Integers
Linear filters
Mathematical models
Noise
Noise measurement
Optimization
Prefilters
Signal processing algorithms
System identification
Title Optimal Adaptive Filtering Algorithm by Using the Fractional-Order Derivative
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Volume 29
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