Adaptive Recursive Kalman Filtering Algorithm Based on Least p-Norm Criterion
Qiu Tian-shuang · Computer Engineering and Applications Journal · 2006
Alpha stable distribution is better for modeling impulsive noises than Gaussian distribution in signal processing.This class of process has no close form of probability density function and finite second order moments.The authors propose a new inverse filtering algorithm based on innovation process with infinite variances in fractional poles system,and analyse its convergences.The simulation experiments show that the proposed new algorithm is robust.