A novel adaptive lattice filtering algorithm for alpha-stable processes

  • Authors:
  • Zhijin Zhao;Junna Shang;Kehai Dong

  • Affiliations:
  • National Key Lab of Integrated Service Network, Xidian University, Xi'an 710071, People's Republic of China and School of Telecommunication, Hangzhou Dianzi University, Hangzhou 310018, People's R ...;School of Telecommunication, Hangzhou Dianzi University, Hangzhou 310018, People's Republic of China;School of Telecommunication, Hangzhou Dianzi University, Hangzhou 310018, People's Republic of China

  • Venue:
  • Digital Signal Processing
  • Year:
  • 2008

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Abstract

This paper generalizes Burg's formula to be suitable for alpha-stable distribution and proposes a novel adaptive lattice algorithm for adaptive parameter estimation of alpha-stable AR processes. The performance is compared to that of other algorithms with lattice structure for alpha-stable AR processes for different @a parameter. Simulations studies indicate that the proposed algorithm shows superior convergence speed over existing well-known lattice algorithms in parameter estimation of alpha-stable processes.