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Abstract:
In this paper, a novel noise-constrained least-squares (NCLS) method for online autoregressive (AR) parameter estimation is developed under blind Gaussian noise environments, and a discrete-time learning algorithm with a fixed step length is proposed. It is shown that the proposed learning algorithm converges globally to an AR optimal estimate. Compared with conventional second-order and high-order statistical algorithms, the proposed learning algorithm can obtain a robust estimate which has a smaller mean-square error than the conventional least-squares estimate. Compared with the learning algorithm based on the generalized least absolute deviation method, instead of minimizing a non-smooth linear L1 function, the proposed learning algorithm minimizes a quadratic convex function and thus is suitable for online parameter estimation. Simulation results confirm that the proposed learning algorithm can obtain more accurate estimates with a fast convergence speed. © 2009 Elsevier Ltd. All rights reserved.
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Source :
Neural Networks
ISSN: 0893-6080
Year: 2010
Issue: 3
Volume: 23
Page: 396-405
1 . 9 7 2
JCR@2010
6 . 0 0 0
JCR@2023
JCR Journal Grade:2
CAS Journal Grade:2
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count: 21
ESI Highly Cited Papers on the List: 0 Unfold All
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30 Days PV: 0
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