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Robust Parameter and Scale Factor Estimation in Nonstationary and Impulsive Noise Environment

Authors: Zoran D. Banjac, Branko D. Kovacevic


The problem of FIR system parameter estimation has been considered in the paper. A new robust recursive algorithm for simultaneously estimation of parameters and scale factor of prediction residuals in non-stationary environment corrupted by impulsive noise has been proposed. The performance of derived algorithm has been tested by simulations.

Keywords: Adaptive Filtering, robustestimation, Non-Gaussian filtering, Scale factor estimation

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