Tracking Dynamic Systems in α-Stable Environments

In order to accommodate for modern adaptive filtering applications, the classic adaptive filtering paradigm is considered from a more general perspective. The new formulation allows for time dependent variations in the state of the system and more importantly it relaxes the Gaussian assumption to the generalized setting of α-stable distributions. In this work, based on the principles of gradient descent and fractional-order calculus, a cost-effective technique for tracking the state of such a system is derived. For rigour, performance of the derived filtering technique is analyzed and convergence conditions are established.Peer reviewe

Fractional-Order Correntropy Filters for Tracking Dynamic Systems in α-Stable Environments

In an increasing number of modern filtering applications, the encountered signals consist of frequent sharp spikes, that cannot be accurately modeled using Gaussian random processes. Modeling the behavior of such signals requires the more general framework of α -stable random processes. In order to present an inclusive filtering solution, this brief derives a new class of fractional-order correntropy adaptive filters that are robust to the jittery α -stable signals. In contrast to conventional correntropy filters, the proposed objective function is compatible with the characteristic function of α -stable processes and captures fractional moments; therefore, the resulting algorithms do not depend on non-existing second-order moments. The work also includes performance and convergence analysis of the derived algorithms. Finally, simulations are conducted to illustrate the effectiveness of the proposed filtering techniques, which indicate that the proposed filters can outperform their counterparts and show less sensitivity to changes in the α parameter.Peer reviewe