基于广义尤拉-沃克方程的白化滤波器

α-稳定分布可以更好地描述实际应用中所遇到的具有显著脉冲特性的随机信号和噪声,α稳定分布没有统一闭式的概率密度函数,其二阶及二阶以上统计量均不存在。描述了稳定分布的谱表示,提出了一种不同于二阶过程功率谱的共变谱密度概念,得到一种基于共变谱的稳定分布白噪声的概念及其判断标准,对传统意义上的白噪声进行了广义化,提出了一种新的预测反卷积广义尤拉-沃克方程及白化滤波器模型。计算机模拟表明,这种算法是一种具有良好韧性的白化滤波方法,是对传统的二阶统计量基础上的白化滤波方法的改造与推广。

Whitening filter based on generalized yuler-walker equation

Stable processes can better model the impulsive random signals and noises in physical observation.This class of process has no close form of probability density function and finite second moment.This paper briefly described its spectral representation,proposed a new different spectral density from power spectrum density of second order processes,thus we can get a new concept of stable white noise and a method of whitening based on generalized Yuler-Walker equation and prediction deconvolution under alpha-stable conditions.Simulation and analysis show that the method is robust and generalizes the conventional whitening filters based on second order statistics.