Modeling and FLOC spectrum properties of stable colored noise in non-linear system
Zhengjian Lin, Daifeng Zha, Qiu Tian-shuang · Computer Engineering and Applications Journal · 2010
The colored noise of non-linear systems in stable distribution environments is modeled with Polynomial Autore-gression(PAR) model.Parameters are estimated by Expanding Iteratively Reweighted Least P-norm(EIRLP) arithmetic.The properties of Fractional Lower Order Covariance(FLOC) spectrum are given and proved in the dissertation and the frequen-cy domain characteristics of non-Gaussian PAR distribution with infinite variance are analyzed.Theoretical analysis and simula-tion results show that EIRLP is a robust arithmetic of parameter estimation.By estimating the sinusoidal signal under the sta-ble colored noise environmentt,he results show that the Fractional Lower Order Covariance(FLOC) spectrum has preferable performance of spectrum estimation.