脉冲噪声滤波的无监督鲁棒递归最小二乘方法

在未知期望信号的条件下,提出一种能够抑制脉冲噪声的鲁棒递归最小二乘自适应滤波方法.与传统最小二乘法的代价函数不同,通过引入饱和非线性约束,降低可能出现的脉冲噪声对滤波器权值更新的影响.此外,提出一种多步预测器来重构滤波器的输入信号,通过比较判断滤波器输入信号可能受到脉冲噪声干扰时,采用预测值来替代原始观测信号.实验结果表明,提出的无监督鲁棒递归最小二乘自适应滤波方法在未受到脉冲噪声干扰时与传统的递归最小二乘法具有相近的收敛性能;在脉冲噪声条件下,传统递归最小二乘法和其他的无监督自适应滤波方法性能都变得很差,但本文提出的方法几乎未受到脉冲噪声的影响.

Unsupervised robust recursive least-squares algorithm for impulsive noise filtering

A robust recursive least-squares (RLS) adaptive filter against impulsive noise is proposed for the situation of an unknown desired signal. By minimizing a saturable nonlinear constrained unsupervised cost function instead of the conventional least-squares function, a possible impulse-corrupted signal is prevented from entering the filter’s weight updating scheme. Moreover, a multi-step adaptive filter is devised to reconstruct the observed "impulse-free" noisy sequence, and whenever impulsive noise is detected, the impulse contaminated samples are replaced by predictive values. Based on simulation and experimental results, the proposed unsupervised robust recursive least-square adaptive filter performs as well as conventional RLS filters in "impulse-free" circumstances, and is effective in restricting large disturbances such as impulsive noise when the RLS and the more recent unsupervised adaptive filter fails.